RE: Distribution of CWRESI as a diagnostic
Hi Rik
Isn’t this simply the expression of an ε-shrinkage phenomenon, bringing the
individual predictions close to the observations, possibly due to model
overparametrization? Beware of models trying to be too well behaved!
Best regards
Thierry
CHUV
University Hospital Centre of the Canton de Vaud
Pr Thierry BUCLIN, MD, head physician
Service of Clinical Pharmacology
Institutes building, Bugnon 17, 1st floor
1011 Lausanne - SWITZERLAND
Quoted reply history
De : [email protected] <[email protected]> De la part de
Rik Schoemaker
Envoyé : mardi 15 novembre 2022 09:54
À : [email protected]
Objet : [NMusers] Distribution of CWRESI as a diagnostic
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]>
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