Quantitude

S4E19 The Dark Art of Regression Diagnostics

Feb 21, 2023

47:25

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Highlights

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Episode notes

The Problem With Graphics and Sevrest Snipe

01:53

Do You Have a Dark Arts Problem?

02:56

Is Heteroscedasticity in Your Regression Parameters a Problem?

01:41

Introduction

2min

Do You Have to Have a Blood Panel Every Year?

2min

Do They Do a False Detection Rate Correction?

3min

The Diagnostic Test and the Assumptions That Underlie the General Linear Model Multiple Regression

2min

What Is the Breakdown Point of an Estimator?

2min

Linearity in the Parameters

3min

Do You Have Perfect Multicolenearity?

3min

You Want to Start With Statistical Tests? Yeah, Don't Use Them.

2min

The Problem With Graphics and Sevrest Snipe

2min

10.

Do You Have a Dark Arts Problem?

3min

11.

Is Heteroscedasticity in Your Regression Parameters a Problem?

2min

12.

Regression Diagnostics - I Love Them

2min

13.

Leverage Distance and Influence

5min

14.

The Limitations of the Regression Coefficients

3min

15.

What Is DF Fit and DF Beta?

2min

16.

The Influence of Leverage and Distance

2min

17.

How Much Would My Regression Coefficient Change if I Drop This Person?

2min

18.

The Art of Leverage and Distance and Influence

2min

19.

Is There a Connection Between Multiple Regression and the T-Test?

3min

20.

Quantitude - The Podcast Equivalent of a Wayward High Altitude Weatherball

3min

In this week's episode Patrick and Greg discuss the dark art of using regression diagnostics to assess how well assumptions are met in the general linear model, with applications to the wide array of related techniques. Along the way they also mention Big Pharma, Merriam-Webster, free-radical opioids, baguettes, antisocial personality disorder, Elon Musk, yoinked, Trinity and Neo, your favorite child, Reservoir Dogs, your favorite parent, ATM machines and PIN numbers, and standing in the corner.

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