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David_Burnham

Super User

Joined:

Jul 13, 2011

Model Diagnostics

Latest Update (May 2017)

 In the original release of this add-in, models were discovered based on open windows. Now,. if there are no model windows open, the add-in will scan scripts attached to the current data table.  Any scripts that have been saved from the Fit Model platform will be used to generate summary statistics and diagnostic information:

 

model-info.PNG

 

In addition the following enhancements have been implemented :-

 

  1. Residual plots now have a smoother curve to help identify curvature
  2. It is now possible to plot residuals versus variables not included in the model 
  3. The partition platform is used to model residual variation to help indentify latent variables
  4. The add-in can now perform a check to verify that you have the latest version

Details of this update are included in this blog post.

 

Detailed Description (based on prior version)

This add-in aggregates various model diagnostic information into a single tabbed window.  The add-in also explores various transformation options that can be applied to the response(s).

 

The add-in automatically discovers model windows (least square models generated using Fit Model or via Stepwise), and generates the following information:

 

Models

  • List of models grouped by response, with summary fit statistics for each model

Terms

  • List of terms for the selected model

Effects

  • Half normal probability plot of effects.  To decrease clutter, abbreviations are used on the plot with a legend showing the associated factor names

Residuals

  • Normal probability plot of residuals
  • Residuals versus response
  • Residuals by run order
  • Cook's Distance
  • Residuals versus each predictor
  • Residual versus non-model variables

Transformations

  • Box-Cox transformation test with user-friendly labelling for the lambda parameter
  • Model comparison statistics - various transformations are performed and comparison statistics generated, included a measure of complexity
  • Links from the model comparison tabulation allow these new models to be quickly launched and reviewed

 

Example Output

    

 

Video Demonstration

 

Comments

Very useful!  Thanks!

April 2017: I am currently in the process of updating this addin.  If anyone would like to try-out/test the new version please let me know.

matteo_patelmo

great!