Distribution of CWRESI as a diagnostic

From: Rik Schoemaker Date: November 15, 2022 technical Source: mail-archive.com
Dear all, I have routinely generated a histogram of CWRESI residuals as a model diagnostic, expecting the standard deviation to be close to one, and then commenting 'the SD is close to one as would be expected in a well behaved model'. However, I have now run into a situation where the SD is 0.887 which I consider a lot lower than I'd expect, but I have no clue what that tells me... Any ideas? Should I stop making the plot? ;) Kind regards, Rik Rik Schoemaker, PhD Occams Coöperatie U.A. Malandolaan 10 1187 HE Amstelveen The Netherlands http://www.occams.com +31 20 441 6410 [email protected]<mailto:[email protected]> [image001.png]
Nov 15, 2022 Rik Schoemaker Distribution of CWRESI as a diagnostic
Nov 15, 2022 Buclin Thierry RE: Distribution of CWRESI as a diagnostic
Nov 15, 2022 Martin Bergstrand Re: Distribution of CWRESI as a diagnostic
Nov 15, 2022 Andrew Hooker Re: Distribution of CWRESI as a diagnostic
Nov 17, 2022 Rik Schoemaker RE: Distribution of CWRESI as a diagnostic