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最佳(但常常被遗忘)的做法:检查关于回归残差的假设。

Best (but oft-forgotten) practices: checking assumptions concerning regression residuals.

作者信息

Barker Lawrence E, Shaw Kate M

机构信息

Centers for Disease Control and Prevention, Chamblee, GA

Centers for Disease Control and Prevention, Chamblee, GA.

出版信息

Am J Clin Nutr. 2015 Sep;102(3):533-9. doi: 10.3945/ajcn.115.113498. Epub 2015 Jul 22.

DOI:10.3945/ajcn.115.113498
PMID:26201816
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC4558311/
Abstract

The residuals of a least squares regression model are defined as the observations minus the modeled values. For least squares regression to produce valid CIs and P values, the residuals must be independent, be normally distributed, and have a constant variance. If these assumptions are not satisfied, estimates can be biased and power can be reduced. However, there are ways to assess these assumptions and steps one can take if the assumptions are violated. Here, we discuss both assessment and appropriate responses to violation of assumptions.

摘要

最小二乘回归模型的残差定义为观测值减去模型值。为了使最小二乘回归产生有效的置信区间(CI)和P值,残差必须是独立的、呈正态分布且具有恒定的方差。如果这些假设不成立,估计可能会有偏差,检验效能也可能会降低。然而,有一些方法可以评估这些假设,并且在假设被违反时可以采取一些措施。在这里,我们将讨论假设的评估以及对假设违反的适当应对措施。

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