Regression Diagnostics & Model Fit

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Abstractions about residuals, influence, variance structure, model selection, goodness of fit, and diagnostic procedures for regression.

9 abstractions in this family — domain-specific abstractions that sit near one another in structural-signature space (k-means over structural-signature embeddings). Each is shown with its short description.

• DFFITS — A regression influence diagnostic measuring the studentized change in an observation's fitted value when that observation is omitted from model estimation.
• Homoscedasticity and heteroscedasticity — Distinguish statistical models whose disturbance variance is constant across the conditioning space from models whose variance changes with predictors, fitted values, time, or another declared index.
• Least absolute deviations — Fit a model by minimizing the sum of absolute residuals, yielding median-centered robustness to large response outliers while retaining leverage and identifiability boundaries.
• Partial residual plot — A regression diagnostic plotting a predictor against residuals augmented by that predictor's fitted contribution to reveal its adjusted functional relationship with the response.
• Portmanteau test — An omnibus hypothesis test designed to detect a broad family of departures from a well-specified null model rather than optimize power for one narrowly specified alternative.
• Regression analysis — A family of statistical methods for estimating conditional relationships between an outcome and one or more predictors, supporting explanation, adjustment and prediction under explicit model assumptions.
• Regression diagnostic — A graphical, numerical or inferential check assessing whether a fitted regression model and its assumptions adequately represent the data.
• Stepwise regression — An automated regression-model selection procedure that iteratively adds, removes or exchanges predictors according to a prespecified statistical criterion.
• Working–Hotelling procedure — A simultaneous-inference procedure giving a confidence band for the entire mean-response line in linear regression rather than separate pointwise intervals.