{"id":1401,"date":"2021-02-05T14:06:00","date_gmt":"2021-02-05T13:06:00","guid":{"rendered":"https:\/\/microdata.spirehost.no\/?p=1401"},"modified":"2022-02-16T14:08:38","modified_gmt":"2022-02-16T13:08:38","slug":"new-functionality-diagnostics-for-linear-regression-models","status":"publish","type":"post","link":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/","title":{"rendered":"New functionality: Diagnostics for linear regression models"},"content":{"rendered":"\n<p>It is now possible to perform tests and diagnostics of linear regression models in microdata.no through the use of options. Examples are tests for heteroskedasticity, multicollinearity and omitted variables.<\/p>\n\n\n\n<!--more-->\n\n\n\n<ul class=\"wp-block-list\"><li><code>ov<\/code>: Ramsey\u2019s RESET test for omitted variables. Displays a total F-value with associated P-value<\/li><li><code>vif<\/code>: Variance inflation factor test for multicollinearity. Displays variance inflation factor (VIF) values for the independent variables in a table<\/li><li><code>het_bp<\/code>: Breusch-Pagan test for heteroskedasticity. Displays a total chi-square value with associated P-value<\/li><li><code>het_iid<\/code>: Studentized Breusch-Pagan test for heteroskedasticity. Displays an overall chi-square value with associated P-value (a newer version of the BP test that is more robust since it does not assume that the residuals are normally distributed)<\/li><li><code>het_fstat<\/code>: F-statistics from the Breusch-Pagan test for heteroskedasticity. Displays a total F-value with associated P-value. The number of degrees of freedom is not based on the number of variables in the regression model, but stems from an additional OLS model that compares residuals and predicted values, i.e. only one degree of freedom<\/li><\/ul>\n\n\n\n<p>Example of regression analysis including tests for omitted variables, multicollinearity and heteroscedasticity:<\/p>\n\n\n<div id=\"rose-block_620cf6fec85fd\" class=\"rose-code codeblock-wrapper\">\n<pre tabindex=\"0\" class=\"codeblock\"><code>regress income2004 sex income2003, ov vif het_bp<\/code><\/pre>\n<\/div>\n\n\n<p>Microdata.no offers several more options for model diagnostics:<\/p>\n\n\n\n<ul class=\"wp-block-list\"><li>The command\u00a0<code>correlate<\/code>\u00a0provides pairwise measures of correlation between individual variables in a table matrix<\/li><li>The command\u00a0<code>regress-predict<\/code>\u00a0provides the opportunity to study e.g. residual and prediction values. This can be combined with graphical tools such as histograms to show residual distributions and to check for e.g. normal distribution. The\u00a0<code>hexbin<\/code>\u00a0command can also display an anonymized 2-way plot.\u00a0<a href=\"https:\/\/www.microdata.no\/en\/new-regression-functionality-retrieval-of-prediction-and-residual-values\/\">Click here for more info<\/a><\/li><\/ul>\n\n\n\n<p>We work continuously to improve microdata.no so that most analysis needs can be met. Thus, more and more analysis options will be introduced. We are based on input from researchers, and have compiled a list of new tools that we work through. Do you have specific suggestions for new functionality? Feel free to contact us by email:&nbsp;<a href=\"mailto:support@microdata.no\">support@microdata.no<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>It is now possible to perform tests and diagnostics of linear regression models in microdata.no through the use of options. Examples are tests for heteroskedasticity, multicollinearity and omitted variables.<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"inline_featured_image":false,"_kad_blocks_custom_css":"","_kad_blocks_head_custom_js":"","_kad_blocks_body_custom_js":"","_kad_blocks_footer_custom_js":"","_kad_post_transparent":"","_kad_post_title":"","_kad_post_layout":"","_kad_post_sidebar_id":"","_kad_post_content_style":"","_kad_post_vertical_padding":"","_kad_post_feature":"","_kad_post_feature_position":"","_kad_post_header":false,"_kad_post_footer":false,"_kad_post_classname":"","footnotes":""},"categories":[2],"tags":[],"class_list":["post-1401","post","type-post","status-publish","format-standard","hentry","category-news"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.4 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>New functionality: Diagnostics for linear regression models - microdata.no<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"New functionality: Diagnostics for linear regression models - microdata.no\" \/>\n<meta property=\"og:description\" content=\"It is now possible to perform tests and diagnostics of linear regression models in microdata.no through the use of options. Examples are tests for heteroskedasticity, multicollinearity and omitted variables.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/\" \/>\n<meta property=\"og:site_name\" content=\"microdata.no\" \/>\n<meta property=\"article:published_time\" content=\"2021-02-05T13:06:00+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2022-02-16T13:08:38+00:00\" \/>\n<meta name=\"author\" content=\"Trond Pedersen\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"Trond Pedersen\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"2 minutes\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\\\/\\\/schema.org\",\"@graph\":[{\"@type\":\"Article\",\"@id\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/#article\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/\"},\"author\":{\"name\":\"Trond Pedersen\",\"@id\":\"https:\\\/\\\/www.microdata.no\\\/#\\\/schema\\\/person\\\/76761ddfe0d06e3f08f5491a9faeab92\"},\"headline\":\"New functionality: Diagnostics for linear regression models\",\"datePublished\":\"2021-02-05T13:06:00+00:00\",\"dateModified\":\"2022-02-16T13:08:38+00:00\",\"mainEntityOfPage\":{\"@id\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/\"},\"wordCount\":315,\"articleSection\":[\"News\"],\"inLanguage\":\"en-US\"},{\"@type\":\"WebPage\",\"@id\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/\",\"url\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/\",\"name\":\"New functionality: Diagnostics for linear regression models - microdata.no\",\"isPartOf\":{\"@id\":\"https:\\\/\\\/www.microdata.no\\\/#website\"},\"datePublished\":\"2021-02-05T13:06:00+00:00\",\"dateModified\":\"2022-02-16T13:08:38+00:00\",\"author\":{\"@id\":\"https:\\\/\\\/www.microdata.no\\\/#\\\/schema\\\/person\\\/76761ddfe0d06e3f08f5491a9faeab92\"},\"breadcrumb\":{\"@id\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/new-functionality-diagnostics-for-linear-regression-models\\\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Hjem\",\"item\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"New functionality: Diagnostics for linear regression models\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\\\/\\\/www.microdata.no\\\/#website\",\"url\":\"https:\\\/\\\/www.microdata.no\\\/\",\"name\":\"microdata.no\",\"description\":\"Gj\u00f8r det enklere \u00e5 analysere registerdata\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\\\/\\\/www.microdata.no\\\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":\"Person\",\"@id\":\"https:\\\/\\\/www.microdata.no\\\/#\\\/schema\\\/person\\\/76761ddfe0d06e3f08f5491a9faeab92\",\"name\":\"Trond Pedersen\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/b90e3f42c839e825d86949fc2f9a318f2a81da5f9e6b1431ff4d872333d4e717?s=96&d=mm&r=g\",\"url\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/b90e3f42c839e825d86949fc2f9a318f2a81da5f9e6b1431ff4d872333d4e717?s=96&d=mm&r=g\",\"contentUrl\":\"https:\\\/\\\/secure.gravatar.com\\\/avatar\\\/b90e3f42c839e825d86949fc2f9a318f2a81da5f9e6b1431ff4d872333d4e717?s=96&d=mm&r=g\",\"caption\":\"Trond Pedersen\"},\"url\":\"https:\\\/\\\/www.microdata.no\\\/en\\\/author\\\/trond\\\/\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"New functionality: Diagnostics for linear regression models - microdata.no","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/","og_locale":"en_US","og_type":"article","og_title":"New functionality: Diagnostics for linear regression models - microdata.no","og_description":"It is now possible to perform tests and diagnostics of linear regression models in microdata.no through the use of options. Examples are tests for heteroskedasticity, multicollinearity and omitted variables.","og_url":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/","og_site_name":"microdata.no","article_published_time":"2021-02-05T13:06:00+00:00","article_modified_time":"2022-02-16T13:08:38+00:00","author":"Trond Pedersen","twitter_card":"summary_large_image","twitter_misc":{"Written by":"Trond Pedersen","Est. reading time":"2 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/#article","isPartOf":{"@id":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/"},"author":{"name":"Trond Pedersen","@id":"https:\/\/www.microdata.no\/#\/schema\/person\/76761ddfe0d06e3f08f5491a9faeab92"},"headline":"New functionality: Diagnostics for linear regression models","datePublished":"2021-02-05T13:06:00+00:00","dateModified":"2022-02-16T13:08:38+00:00","mainEntityOfPage":{"@id":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/"},"wordCount":315,"articleSection":["News"],"inLanguage":"en-US"},{"@type":"WebPage","@id":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/","url":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/","name":"New functionality: Diagnostics for linear regression models - microdata.no","isPartOf":{"@id":"https:\/\/www.microdata.no\/#website"},"datePublished":"2021-02-05T13:06:00+00:00","dateModified":"2022-02-16T13:08:38+00:00","author":{"@id":"https:\/\/www.microdata.no\/#\/schema\/person\/76761ddfe0d06e3f08f5491a9faeab92"},"breadcrumb":{"@id":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/www.microdata.no\/en\/new-functionality-diagnostics-for-linear-regression-models\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Hjem","item":"https:\/\/www.microdata.no\/en\/"},{"@type":"ListItem","position":2,"name":"New functionality: Diagnostics for linear regression models"}]},{"@type":"WebSite","@id":"https:\/\/www.microdata.no\/#website","url":"https:\/\/www.microdata.no\/","name":"microdata.no","description":"Gj\u00f8r det enklere \u00e5 analysere registerdata","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/www.microdata.no\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Person","@id":"https:\/\/www.microdata.no\/#\/schema\/person\/76761ddfe0d06e3f08f5491a9faeab92","name":"Trond Pedersen","image":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/secure.gravatar.com\/avatar\/b90e3f42c839e825d86949fc2f9a318f2a81da5f9e6b1431ff4d872333d4e717?s=96&d=mm&r=g","url":"https:\/\/secure.gravatar.com\/avatar\/b90e3f42c839e825d86949fc2f9a318f2a81da5f9e6b1431ff4d872333d4e717?s=96&d=mm&r=g","contentUrl":"https:\/\/secure.gravatar.com\/avatar\/b90e3f42c839e825d86949fc2f9a318f2a81da5f9e6b1431ff4d872333d4e717?s=96&d=mm&r=g","caption":"Trond Pedersen"},"url":"https:\/\/www.microdata.no\/en\/author\/trond\/"}]}},"taxonomy_info":{"category":[{"value":2,"label":"News"}]},"featured_image_src_large":false,"author_info":{"display_name":"Trond Pedersen","author_link":"https:\/\/www.microdata.no\/en\/author\/trond\/"},"comment_info":0,"category_info":[{"term_id":2,"name":"News","slug":"news","term_group":0,"term_taxonomy_id":2,"taxonomy":"category","description":"","parent":0,"count":79,"filter":"raw","cat_ID":2,"category_count":79,"category_description":"","cat_name":"News","category_nicename":"news","category_parent":0}],"tag_info":false,"_links":{"self":[{"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/posts\/1401","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/comments?post=1401"}],"version-history":[{"count":2,"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/posts\/1401\/revisions"}],"predecessor-version":[{"id":1403,"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/posts\/1401\/revisions\/1403"}],"wp:attachment":[{"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/media?parent=1401"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/categories?post=1401"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.microdata.no\/en\/wp-json\/wp\/v2\/tags?post=1401"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}