Results 1 to 6 of 6

Math Help - Residual Analysis

  1. #1
    Member
    Joined
    Oct 2009
    Posts
    218

    Residual Analysis

    I'm wondering if someone can give me a brief explanation of what residual analysis is and what it's used for. I know it can be used to test for normality, and for detecting outliers, but I'm not sure how. My book doesn't really help.

    Any help would be greatly appreciated.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Joined
    Mar 2010
    From
    Florida
    Posts
    3,093
    Thanks
    5
    Are you using a statistical program when analyzing the residuals?
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Member
    Joined
    Oct 2009
    Posts
    218
    Yes. I'm using SAS.

    I forgot to mention that it's multivariate data, instead of univariate.
    Follow Math Help Forum on Facebook and Google+

  4. #4
    MHF Contributor
    Joined
    Mar 2010
    From
    Florida
    Posts
    3,093
    Thanks
    5
    I haven't used that, but for instance, with eViews, I can go to residual table, and it will show which values lie outside two standard deviations. Look for something like that.
    Follow Math Help Forum on Facebook and Google+

  5. #5
    Member rtblue's Avatar
    Joined
    Mar 2009
    From
    Birmingham, Alabama.
    Posts
    221
    When the residuals are graphed, if one residual is particularly farther away from the x-axis than others, then we can conclude that the corresponding y-value is most likely an outlier. Also, the residuals are used in finding the Root Mean Square Error (RMSE), and this determines how good a model is relative to a data set.

    \sum_{n=2}^{n}  \frac{(z_i-x_i)^2}{n-2}

    Where z represents the model, x represents the data set. Notice that the upper part of the fraction is actually just the residuals squared. Sorry about the summation symbol, Latex was being uncooperative.
    Follow Math Help Forum on Facebook and Google+

  6. #6
    Member
    Joined
    Oct 2009
    Posts
    218
    Thanks for your reply.

    Just wondering if this works in the multivariate case, where in the model Y = XB + E

    Where Y is an (nxm) matrix and B is an [(r+1)xn) matrix. Y can also be writen as Y = [Y_1 | Y_2] where Y1 and Y2 are both n x 1 vectors.

    What would I do in that case?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Residual plot
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: June 28th 2009, 02:40 AM
  2. Residual plots.
    Posted in the Statistics Forum
    Replies: 5
    Last Post: June 27th 2009, 10:47 PM
  3. LSR , Residual problem
    Posted in the Statistics Forum
    Replies: 1
    Last Post: January 26th 2009, 08:45 PM
  4. Complex Analysis (Residual Theorem).
    Posted in the Calculus Forum
    Replies: 2
    Last Post: December 5th 2008, 05:08 AM
  5. Residual Value??? Help!!
    Posted in the Business Math Forum
    Replies: 1
    Last Post: April 9th 2008, 08:30 PM

Search Tags


/mathhelpforum @mathhelpforum