Statistical model validation: Difference between revisions

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Residual diagnostics: small expansion
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===Residual diagnostics===
{{expand section|date=February 2019}}
Residual diagnostics comprise analyses of the residuals to determine whether the residuals seem to be effectively random. IfSuch theanalyses statisticaltypically modelrequires wasestimates obtainedof viathe aprobability regression,distributions thenfor [[Regressionthe validation#Analysisresiduals. Estimates of the residuals|regression-residual' diagnostics]]distributions existcan and mayoften be employed;obtained suchby diagnosticsrepeatedly haverunning beenthe wellmodel, studiedi.e. Ifby theusing statisticalrepeated model[[stochastic wassimulation]]s not obtained via(employing a regression,[[pseudorandom morenumber sophisticatedgenerator]] diagnosticsfor generallyrandom needvariables toin bethe employedmodel).
 
If the statistical model was obtained via a regression, then [[Regression validation#Analysis of residuals|regression-residual diagnostics]] exist and may be used; such diagnostics have been well studied.
 
==See also==