Model Diagnostics

Part of the Springer Texts in Statistics book series (STS)

We have now discussed methods for specifying models and for efficiently estimating the parameters in those models. Model diagnostics, or model criticism, is concerned with testing the goodness of fit of a model and, if the fit is poor, suggesting appropriate modifications. We shall present two complementary approaches: analysis of residuals from the fitted model and analysis of overparameterized models; that is, models that are more general than the proposed model but that contain the proposed model as a special case.


Standardize Residual Time Series Plot Model Diagnostics Residual Autocorrelation Parameter Redundancy 
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Copyright information

© Springer Science+Business Media, LLC 2008

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