+ Reply to Thread
Page 2 of 2 FirstFirst 1 2
Results 16 to 17 of 17

Thread: GLM: Assumptions and choosing a model

  1. #16
    Fortran must die
    Points: 58,790, Level: 100
    Level completed: 0%, Points required for next Level: 0
    noetsi's Avatar
    Posts
    6,532
    Thanks
    692
    Thanked 915 Times in 874 Posts

    Re: GLM: Assumptions and choosing a model




    Quote Originally Posted by GretaGarbo View Post
    This point to a serious overall misspecification of the model. And also an autocorrelation on about 0.20.

    Maybe you could try Holt Winters model with smoothing of trend, season and irregular.

    @noetsi, there are advanced variants of the smoothing models. Andrew Harveys models with the Kalman filter for example.
    Yes, I left out things like double and triple exponential smoothing as well which deals with trend and seasonality. I was not sure there was any interest in the method generally so I did not go into details
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

  2. #17
    TS Contributor
    Points: 18,889, Level: 87
    Level completed: 8%, Points required for next Level: 461
    CowboyBear's Avatar
    Location
    New Zealand
    Posts
    2,062
    Thanks
    121
    Thanked 427 Times in 328 Posts

    Re: GLM: Assumptions and choosing a model


    Quote Originally Posted by lancearmstrong1313 View Post
    One of the assumptions to perform regression type analyses is that your sample comes from a normally distributed population. If the QQ plot is linear (i.e a diagnonal line) then you can assume normality. If it looks like a hockey stick (or some type of curved shape) then perhaps it came from a different distribution (like exponential).
    D'oh... For some reason I had read your comment as suggesting that q-q plots can be used to test for linearity in relationships, which now that I read it again is obviously not what you were saying - sorry!

+ Reply to Thread
Page 2 of 2 FirstFirst 1 2

           




Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats