Residual diagnostics and model adequacy
Residuals eᵢ=yᵢ−f(xᵢ;β̂) compare observed and fitted responses.
Key knowledge
Residuals eᵢ=yᵢ−f(xᵢ;β̂) compare observed and fitted responses. Patterns against predictors, fitted values or run order can expose functional misspecification, changing variance or dependence. A high R² does not certify model adequacy.
Conditions and scope
- Fitted residuals are constrained by parameter estimation and are not identical to independent errors.
- Graphical checks can be difficult with binary responses or many fitted parameters; diagnostic appearance does not prove assumptions.
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References
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Evidence and review
Section 4.4.4 residual definition, R² limitation and model-validation subsections.
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