Re: Standardised/standardized residuals (Mixed)

Posted by Bruce Weaver on Sep 30, 2020; 9:14pm
URL: http://spssx-discussion.165.s1.nabble.com/Standardised-standardized-residuals-Mixed-tp5730188p5739698.html

This same basic question was posted to ResearchGate recently:

https://www.researchgate.net/post/SPSS_Mixed_Model_Linear_standardizing_residuals

While looking for info that might help the questioner, I found this old
thread, and was reminded that both Andy W and I had speculated that
RESID/SEPRED might give the desired standardized residual.  I decided to
test that idea by estimating a model via Stata's -mixed- command and saving
the standardized residuals via the -predict- post-estimation command.  Then
I estimated the same model via SPSS MIXED, and saved RESID and SEPRED.
Unfortunately, RESID/SEPRED does not match the standardized residuals from
Stata.  Details can be seen in the uploaded PDF file.*

MIXED_standardized_residuals.pdf
<http://spssx-discussion.1045642.n5.nabble.com/file/t7186/MIXED_standardized_residuals.pdf>  

Cheers,
Bruce

* I think that even if you do not use Nabble to read the list, you should
see a link to the uploaded file.  If not, you can visit the Nabble archive
and download it from there.  Here's the link to this thread:

http://spssx-discussion.1045642.n5.nabble.com/Standardised-standardized-residuals-Mixed-td5730188.html




Bruce Weaver wrote
> I was thinking along the same lines as Andy, FWIW.
> Andy W wrote
>> It seems one way would be to save RESID and SEPRED and then simply divide
>> the former by the latter. This probably does not have a well defined
>> distribution (like Studentized residuals in linear regression) but is
>> probably reasonable for identifying outlying observations or obvious
>> signs of model mis-fit. They should at least be symmetric I imagine.





-----
--
Bruce Weaver
[hidden email]
http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly.
To send me an e-mail, please use the address shown above.

--
Sent from: http://spssx-discussion.1045642.n5.nabble.com/

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD