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Topic: Studentized residual


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In the News (Sat 14 Nov 09)

  
  Studentized residual - Wikipedia, the free encyclopedia
In statistics, a Studentized residual, named in honor of William Sealey Gosset, who wrote under the pseudonym Student, is a residual adjusted by dividing it by an estimate of its standard deviation.
Studentization of residuals is an important technique in the detection of outliers.
The standard deviation of the distribution of internally Studentized residuals is always 1, but this does not imply that the standard deviation of all the i.s.r.'s of a particular experiment is 1.
en.wikipedia.org /wiki/Studentized_residual   (521 words)

  
 Residual - Wikipedia, the free encyclopedia
residual is a positive or negative numeric difference between two numbers.
For its use in mathematics, see residual (mathematics).
In the context of insolvent businesses, the residual claimants (shareholders, partners, or sole proprietor) to a bankrupt organization receive any money that is left after all assets are sold and all creditors paid.
en.wikipedia.org /wiki/Residual   (135 words)

  
 2
The standardized residual for case (I) is the residual divided by the sample standard deviation of the residuals.
The studentized residual is the residual divided by an estimate of its standard deviation that varies from point to point, depending on the distance of Xi from the mean of X. Usually standardized and Studentized residuals are close in value, but not always.
The distribution of residuals may not appear to be normal for reasons other than actual nonnormality: misspecification of the model, nonconstant variance, a small number of residuals actually available for analysis, etc. Therefore, you should pursue several lines of investigation.
www.runet.edu /~nhashemz/econ521/handoutres.htm   (841 words)

  
 REG Diagnostics Handout
Residual Analysis: One of the most important aspects of the regression technique is the residual analysis.
Residual analysis in PROC REG can be approached in three basic ways outlined below.
The second half of the example runs a univariate summary procedure on the residuals of the analysis and specifically calls the PLOT and NORMAL options which produce a stem and leaf diagram and test for normality of the residuals.
www.uidaho.edu /ag/statprog/sas/workshops/reg/diag.html   (937 words)

  
 Appendix: National Analysis Methodology
A problem with the simple residuals is that, in a sense, the size of residual that we should expect to occur depends on the size of the support for Buchanan that the model predicts.
The residual for a reporting unit may be large relative to the residuals for other reporting units merely because the expected support for Buchanan is truly larger among the voters in that reporting unit.
If the studentized residual is much larger for one reporting unit than it is for other reporting units, then we can have confidence that the votes for Buchanan in the unusual reporting unit were generated by a process substantially different from what went on in the other units.
elections.berkeley.edu /wssmh.old/node10.html   (769 words)

  
 residual income   (Site not responding. Last check: 2007-11-04)
Residual value - Residual value is one of the constituents of a leasing calculus or operation.
Residual fuel - Residual fuel is any petroleum-based fuel which contains the undistilled residue from atmospheric or vacuum distillation of crude oil.
Studentized residual - In statistics, a Studentized residual, named in honor of William Sealey Gosset, who wrote under the pseudonym Student, is a errors and residuals...
www.serebella.com /search/topic-residual%20income.html   (681 words)

  
 Studentized residual - Wikipédia (via CobWeb/3.1 planetlab2.netlab.uky.edu)   (Site not responding. Last check: 2007-11-04)
It is very important to understand the difference between errors and residuals in statistics.
The residuals are not the true, and unobservable, errors, but rather are estimates, based on the observable data, of the errors.
The fact that the variances of the residuals differ, even though the variances of the true errors are all equal to each other, is the principal reason for the need for Studentization.
su.wikipedia.org.cob-web.org:8888 /wiki/Studentized_residual   (358 words)

  
 Predicted and Residual Values
The studentized residual, which is the residual divided by its standard error, is both displayed and plotted.
The plot of studentized residuals and Cook's D statistics are displayed as a result of requesting the R option.
A version of the studentized residual plot can be created on a high-resolution graphics device; see Example 55.7 for a similar example.
www.uni.edu /sasdoc/stat/chap55/sect33.htm   (457 words)

  
 Multiple Regression Statistics Help by Statistics Solutions   (Site not responding. Last check: 2007-11-04)
Studentized deleted residuals are often used to assess the influence of a case and identify outliers.
In a plot of deleted studentized residuals versus ordinary residuals, one may draw lines at plus and minus two standard units to highlight cases outside the range where 95% of the cases normally lie; points substantially off the straight line are potential leverage problems.
The variance of the residuals is the estimate of error variance, assuming all relevant variables are in the equation and all irrelevant variables are omitted.
www.statisticssolutions.com /Multiple_Regression.htm   (18389 words)

  
 Diagnostics   (Site not responding. Last check: 2007-11-04)
Residual plots - examine residual plots for evidence of nonlinearity and heteroscedasticity.
The studentized residual recognizes that the error associated with predicting values far from the mean of X is larger than the error associated with predicting values closer to the mean of X. The studentized residual boosts the size of residuals for points distant from the mean of X. Again, look for large values.
Same as the studentized residual, but the regression equation is recalculated with the set of data excluding the observation in question.
luna.cas.usf.edu /~mbrannic/files/regression/Diagnostics.html   (265 words)

  
 rstudent   (Site not responding. Last check: 2007-11-04)
This is another version of studentized residuals, where the residuals are divided by
residual than the studentized residual statistic provided by the R option.
criterion for large is the same as for the Student Residual.
www.bios.unc.edu /~truong/b163/reg/simple/rstudent.html   (58 words)

  
 deffn
Cook's Distance: Combines leverages and studentized residuals into one overall measure of how unusual the predictor values and response are for each observation.
A standardized residual greater than 2 is generally considered large.
A large studentized residual may indicate that the observation had a large affect on the parameter estimated or that including the observation increases the error variance.
mtsu32.mtsu.edu:11303 /deffn.htm   (863 words)

  
 [No title]
Studentized residual (or jackknife residual) vs. can be employed to detect outliers.
Studentized residual (or jackknife residual) vs. can be employed to detect nonlinearity.
Studentized residual (or jackknife residual) vs. (or x) can be employed to detect heteroscedasticity.
www.edc.gsph.pitt.edu /faculty/dodge/slides/lect9_20.ppt   (841 words)

  
 Multiple Linear Regression
An ordinary residual is the difference between the observed response and the predicted value for that response.
The standardized residual is the ratio of the residual to its standard error; that is, it is the ordinary residual divided by its standard error.
The studentized residual is the standardized residual calculated with the current observation deleted from the analysis.
www.uni.edu /sasdoc/analyst/chap11/sect3.htm   (873 words)

  
 2.3 Studentized (via CobWeb/3.1 planetlab2.netlab.uky.edu)   (Site not responding. Last check: 2007-11-04)
The studentized residuals are driven by the leave one out idea, which is the basis for much computationally intensive modern statistics.
This ``leave one out'' residual can be used as a basis for judging the predictive ability of a model.
Clearly the lower the residual the better, and the sum of the squares of the jackknifed residuals is called the PRESS statistics, or Predicted Sum of Squares.
www-stat.wharton.upenn.edu.cob-web.org:8888 /~waterman/Teaching/701f99/Class04/Notes/node5.htm   (168 words)

  
 SAS Quiz #4
Its studentized residual is greater than one in absolute value.
Its studentized residual is greater than three in absolute value.
Its studentized residual is greater than four in absolute value.
www.nd.edu /~meg/LSR/SAS/ECON591L/quiz13.html   (379 words)

  
 [No title]
The Studentized Residual, also known at the standardized residual, is simply the raw residual divided by this standard error.
The values in the column labeled “RStudent” are the Studentized deleted residuals, these Studentized deleted residuals are computed in the same way that standardized residuals are computed, except that: the ith observation is removed before computing its  EMBED Equation.2 .
refer to this statistic as the jackknife residual and note that it is distributed exactly as a t on n  k  2 degrees of freedom, as opposed to n  k 1 degrees of freedom for the Studentized (nondeleted) residuals.
core.ecu.edu /psyc/wuenschk/MV/MultReg/Reg-Diag.doc   (687 words)

  
 No Title
This residual is called a ``PRESS prediction error for case i''.
But there are 10 residuals to look at.
Students will have seen this matrix in 330 in the case where all the n
www.math.sfu.ca /~lockhart/richard/350/99_1/lectures/14/web.html   (520 words)

  
 Model Quality   (Site not responding. Last check: 2007-11-04)
This is also documented using the standardized and studentized residual plots for each of the final models.
The LD and LEMR residual plots can be contrasted against the original residual plots from Gelb and Mizokawas' regression analyses.
LD, standardized residual plot and studentized residual plot.
cie.asu.edu /volume1/number6/model_quality.htm   (97 words)

  
 MDAS Statistical Graph Gallery (via CobWeb/3.1 planetlab2.netlab.uky.edu)   (Site not responding. Last check: 2007-11-04)
The component effect illustrates the relative importance of a selected independent variable by showing the magnitude of change in the criterion (y) predicted by that variable (x) over its observed range.
Description: The studentized residuals are plotted versus the sequential case numbers.
The plot is helpful in determining sequential correlations among the residuals.
www.eskaysoftware.com.cob-web.org:8888 /MDASGallery/multiple.htm   (130 words)

  
 WWS509 - Lecture Notes
A very simple approach to the calculation of residuals is to take the difference between observed and fitted values and divide by an estimate of the standard deviation of the observed value.
An alternative residual is based on the deviance or likelihood ratio chi-squared statistic.
In both cases the standardized residuals have the same variance only approximately because the correction is first order, unlike the case of linear models where the correction was exact.
data.princeton.edu /wws509/notes/c3s8.html   (1067 words)

  
 Standardized and Studentized Residuals
Thus, the residuals can be modified to better detect unusual observations.
For generalized linear models, the standardized and studentized residuals are
The standardized residuals are stored in variables named RS_yname and the Studentized residuals are stored in variables named RT_yname for each response variable, where yname is the response variable name.
www.asu.edu /it/fyi/unix/helpdocs/statistics/sas/sasdoc/sashtml/insight/chap39/sect54.htm   (132 words)

  
 Influence Diagnostics
Belsley, Kuh, and Welsch propose a cutoff of 2p/n, where n is the number of observations used to fit the model and p is the number of parameters in the model.
For a given regressor, the partial regression leverage plot is the plot of the dependent variable and the regressor after they have been made orthogonal to the other regressors in the model.
These can be obtained by plotting the residuals for the dependent variable against the residuals for the selected regressor, where the residuals for the dependent variable are calculated with the selected regressor omitted, and the residuals for the selected regressor are calculated from a model where the selected regressor is regressed on the remaining regressors.
www.asu.edu /sas/sasdoc/sashtml/stat/chap55/sect38.htm   (933 words)

  
 Automobile Residual Values
In general, a residual is a positive or negative numeric difference between two numbers.
In business, the residual claimants (shareholders, partners, or sole proprieter) to a bankrupt organization receiveany money that is left after all assets are sold and all creditors paid.
Value is a term that expresses the concept of worth in general, and it is thought to be connected to reasons forcertain practices, policies or actions.
www.altvetmed.com /face/8676-automobile-residual-values.html   (826 words)

  
 [No title]
The studentized residuals follow a standard normal distribution (if the individual data follow a normal distribution).
The externally studentized residual is defined to be EMBED Equation.3 .
This version of the studentized residual can also be used to determine outliers.
www.eia.doe.gov /smg/asa_meeting_2004/fall/files/appendb.doc   (1054 words)

  
 [No title]   (Site not responding. Last check: 2007-11-04)
Using this portion of your printout along with your previous printout which regressed your outcome variable on your favorite IV, decompose the residual sums of squares into: (a) lack of fit, and (b) pure error.
While you may not see any of these problems from the residual plot, for purposes of learning diagnostic procedures, break the distribution of your IV's into two or three groups and conduct the modified Levene test or the Breusch-Pagan test depending on which is appropriate for the relationship.
Specifically, let's identify cases with studentized residual values more extreme than 2.5 or Cook's D values more extreme than 1.0.
instruct1.cit.cornell.edu /courses/rsoc618-719/619lab3.htm   (791 words)

  
 Methods for Standardizing Residuals
Residuals are correlated and have unequal variances eventhough underlying errors are independent and have equal variance
Differ from studentized residuals by using standard error estimate from model omitting observation
Residual 9 made much larger due to smaller mean square error for remaining observations
www.geog.ucsb.edu /~joel/g210_w05/lecture_notes/lect13/oh05_13_1.html   (205 words)

  
 lab9907
The only way to recall what these residuals and residual diagnostics correspond to IS See your SPSS manual on how to do this.
You should at least look at the case if it does have D greater than the cutoff value, and see where it is in the plot.
Focusing on the descriptive statistics for the residuals, the histogram of the residuals, and the plot of X * residuals, describe whether or not the assumptions about error terms that are part of regression appear to be met.
www.rbtaylor.net /lab9907.htm   (2064 words)

  
 Regression Diagnostics   (Site not responding. Last check: 2007-11-04)
is the residual for the i'th case (i.e.
As usual the ADAPT definition does'nt match the textbook one.
is the standardized residual for the i'th case, N is the number of observations and P is the number of descriptors.
blue.chem.psu.edu /~rajarshi/writing/notes/stats/node6.html   (435 words)

  
 eLearning Regression Methods (via CobWeb/3.1 planetlab2.netlab.uky.edu)   (Site not responding. Last check: 2007-11-04)
Residual Plots - reasons for doing it, residual plots leverage and studentized residuals
The logic behind residual plots - We hope to learn about the error distribution by studying the residuals
Other residual plots - Many other plots can be useful, for example a plot of residuals in time order.
stats.combe.chem.soton.ac.uk.cob-web.org:8888 /?section=4&page=57   (370 words)

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