Re: Residuals from AR1xAR1 one model

kwstat wrote:
> I usually think of residuals as being the difference between the
> observed values and the modeled/fitted values. Residual plots can then
> be used as diagnostics for the fit of the model.
What makes you think this?

Under fixed effects model where the residuals are normally,
independently and identically distributed residual plots may provide
useful information (i.e. that the model could be wrong). However, these
are not useful for non-normal models and mixed effects models. This is
obvious because you are visualizing specific statistical properties that
no longer hold for the model fitted. For example, what is the
correlation your residuals and predicted values?

Bruce
Received on Sun Sep 26 2008 - 15:28:11 EST