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Re: st: Fw: influential observations


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fw: influential observations
Date   Tue, 12 Apr 2011 09:58:55 +0100

Do Anscombe residuals come out normal with non-normal families? I am
away from any pertinent literature.

On Tue, Apr 12, 2011 at 8:51 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> I don't think it is a good idea to expect a firm statistical answer
> based on this information.
>
> 1. Isn't there science that will throw light on this question for you?
> For example, in my field, the Amazon is often an influential
> observationr, as are other very big rivers. But throwing them out just
> because they might make modelling awkward would usually be very
> strange science. They deserve their votes. Your field, whatever it is,
> wil presumably have its own arguments and issues.
>
> 2. When there are influential observations in a -glm-, considering a
> different link, e.g. reciprocal, is often a good way forward.
>
> 3. There are many situations in which one predictor that is
> insignificant at conventional levels deserves its place in a model if
> it has a logical role.
>
> 4. I don't see why you expect normally distributed residuals when the
> family is gamma!!! I think that overall plots of residual vs fitted,
> observed vs fitted, variance of residual vs fitted, etc., are worth
> more attention than the marginal distribution.
>
> Nick
>
> On Tue, Apr 12, 2011 at 6:17 AM, Arti Pandey <rtpandey@yahoo.com> wrote:
>> Hello
>> A belated thank you to Maarten Buis and David Greenberg for suggestions to my
>> previous query.
>> I decided to go with -glm- for my model and have been trying to understand the
>> different procedures for checking the model
>> The anscombe residuals and deviance are  normally distributed, but there are
>> three influential observations based upon cooksd.
>> On removing these observations, the BIC rises by 10, and one of the predictors
>> also becomes insignificant.
>> Is the model fitting because of these influential observations now and therefore
>>
>> not correct?
>> I have continuous response data and used gamma distribution with log link.
>> Any recommendations for information on model checking after glm are also
>> appreciated, the book "glm
>>
>> and extensions" by Hardin and Hilbe is out of my reach, unless an electronic
>> copy is available.
>

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