SlideServe
Menu
Préférences
© SlideServe · v2026

Assumptions

mostyn avatar
56 diapositives · 816 Views · Jul 29, 2014

Assumptions. “Essentially , all models are wrong, but some are useful”. Your model has to be wrong… … but that’s o.k. if it’s illuminating!. George E.P. Box. Linear Model Assumptions. Absence of Collinearity. No influential data points. Normality of Errors. Homoskedasticity of Errors.

Assumptions - slide 1
01 / 56Assumptions
1 / 17

Télécharger la présentation

Assumptions
Une image / un lien ci-dessous est fourni (tel quel) pour télécharger la présentation

Politique de téléchargement : le contenu du site vous est fourni TEL QUEL pour votre information et votre usage personnel ; il ne peut être vendu, concédé sous licence ni partagé sur d’autres sites sans l’accord de son auteur.Le contenu vous est fourni TEL QUEL, pour votre information et votre usage personnel uniquement. Téléchargez la présentation en cliquant sur ce lien. Lors du téléchargement, si vous ne parvenez pas à télécharger une présentation, l’éditeur a peut-être supprimé le fichier de son serveur.Pendant le téléchargement, si vous ne parvenez pas à obtenir une présentation, le fichier a peut-être été supprimé par l’éditeur.

F I N

Plus de contenu associé

Transcription de la présentation
  1. Assumptions

  2. “Essentially, all models are wrong, but some are useful” Your model has to bewrong… … but that’s o.k.if it’s illuminating! George E.P. Box

  3. Linear ModelAssumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  4. Linear ModelAssumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  5. Absence of Collinearity Baayen(2008: 182)

  6. Absence of Collinearity Baayen(2008: 182)

  7. Demo Where does collinearitycome from? …most often, correlated predictor variables

  8. What to do?

  9. Linear ModelAssumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  10. Leverage Baayen(2008: 189-190)

  11. Leave-one-outInfluence Diagnostics DFbeta (…and much more)

  12. Winter & Matlock (2013)

  13. Linear ModelAssumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  14. Normality of Error The error (not the data!) is assumed to be normally distributed So, the residuals should be normally distributed

  15. xmdl = lm(y ~ x) hist(residuals(xmdl)) ✔

  16. qqnorm(residuals(xmdl)) qqline(residuals(xmdl)) ✔

  17. qqnorm(residuals(xmdl)) qqline(residuals(xmdl)) ✗

  18. Linear ModelAssumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  19. Homoskedasticity of Error The error (not the data!) is assumed to have equal variance across the predicted values So, the residuals should have equal variance across the predicted values

  20. ✔

  21. ✗

  22. ✗

  23. WHAT TO IF NORMALITY/HOMOSKEDASTICITY IS VIOLATED? Either: nothing + report the violation Or: report the violation + transformations

  24. Two types of transformations LinearTransformations NonlinearTransformations Leave shape of the distributionintact (centering, scaling) Do change the shape of the distribution

  25. Before transformation

  26. After transformation Still bad…. …. but better!!

  27. Assumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  28. Assumptions Normality of Errors Homoskedasticity of Errors (Histogram of Residuals) Q-Q plot of Residuals Residual Plot

  29. Assumptions Normality of Errors Homoskedasticity of Errors Absence ofCollinearity No influentialdata points Independence

  30. Assumptions Absence ofCollinearity No influentialdata points Normality of Errors Homoskedasticity of Errors Independence

  31. What isindependence?

  32. Common experimental data Subject Item... Item #1 Item... Rep 1 Rep 3 Rep 2

  33. Common experimental data Pseudoreplication = Disregarding Dependencies Subject Item... Item #1 Item... Rep 1 Rep 3 Rep 2

  34. Subject1 Item1 Subject1 Item2 Subject1 Item3 … … Subject2 Item1 Subject2 Item2 Subject3 Item3 …. … “pooling fallacy” Machlis et al. (1985) “pseudoreplication” Hurlbert (1984)

  35. Hierarchicaldataiseverywhere • Typological data(e.g., Bell 1978, Dryer 1989, Perkins 1989; Jaeger et al., 2011) • Organizational data • Classroom data

  36. Finnish Norwegian Swedish English German Hungarian French Romanian Italian Spanish Turkish

  37. Finnish Norwegian Swedish English German Hungarian French Romanian Italian Spanish Turkish

  38. Hierarchicaldataiseverywhere Class 1 Class 2

  39. Hierarchicaldataiseverywhere Class 1 Class 2

  40. Hierarchicaldataiseverywhere Class 1 Class 2

  41. Hierarchicaldataiseverywhere

  42. Hierarchicaldataiseverywhere IntraclassCorrelation (ICC)