In ordinal response models residual diagnostics is not commonly used for detecting outliers because generalized models for ordinal data like cumulative models with proportional assumption do not produce standard residuals. In this talk we analyse the generalized residuals introduced by Franses and Paap (2004) which provide signaling tools for observations which are incoherent with the model and therefore potentially anomalous. We also discuss the more recent alternatives: the sign-based statistics (SBS) introduced by Li and Shepherd (2012) and the surrogate residuals introduced by Liu and Zhang (2017) which present nice proprieties even if they are mainly considered for checking the structure of the model, the choice of the link function and possible mixture populations or heteroscedasticity. Hence, we show the utility of the generalized residuals in robust estimation contexts.
Generalized residuals for outlier detection in ordinal regression models / Iannario, M.. - (2019). (Intervento presentato al convegno Statistical Methods and Models for Complex Data tenutosi a Università di Benevento nel 5-7 giugno 2019).
Generalized residuals for outlier detection in ordinal regression models
M. IANNARIO
2019
Abstract
In ordinal response models residual diagnostics is not commonly used for detecting outliers because generalized models for ordinal data like cumulative models with proportional assumption do not produce standard residuals. In this talk we analyse the generalized residuals introduced by Franses and Paap (2004) which provide signaling tools for observations which are incoherent with the model and therefore potentially anomalous. We also discuss the more recent alternatives: the sign-based statistics (SBS) introduced by Li and Shepherd (2012) and the surrogate residuals introduced by Liu and Zhang (2017) which present nice proprieties even if they are mainly considered for checking the structure of the model, the choice of the link function and possible mixture populations or heteroscedasticity. Hence, we show the utility of the generalized residuals in robust estimation contexts.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.