Speaking Stata: Graphing model diagnostics
Abstract. Plotting diagnostic information calculated from residuals and fitted values
is a long-standard method for assessing models and seeking ways of improving
them. This column focuses on the statistical mainstream defined by
regression models for continuous responses, treated in a broad sense to
include (for example) generalized linear models. After some comments on the
history of such ideas (and even their anthropology and psychology), the
commands available in official Stata are reviewed, and a modeldiag
package is introduced. A detailed example on fuelwood yield from fallow
areas in Nigeria illustrates a variety of general points and specific tips.
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Nicholas J. Cox
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modeldiag, anovaplot, indexplot, ofrtplot, ovfplot, qfrplot, racplot, rdplot, regplot, rhetplot, rvfplot2, rvlrplot, rvpplot2, graphics, diagnostics, regression, generalized linear models, analysis of variance
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