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Concept of model validation and outlier detection in JAG3D (Software)

Micha ⌂, Bad Vilbel, Samstag, 15. April 2017, 18:44 (vor 11 Tagen) @ E_merlet

Hi,

If the global test respects the hypothesis 0, it means there are no errors in the model or in the observations, right?

No. It is a stochastic test, so remember a type one error as well as type two error.

It always respects the alternative hypothesis.

No. If the residuals are normally distributed and the stochastic model as well as the functional model are valid, the null-hypothesis will (or should) not rejected.

And what is m in the individual tests?

The rang of the matrix Q∇∇.

Is it always m=1?

No, take a look to the table.

I also don't understand what the Baarda's test and the correction of Sidak do

They manipulate the probability value in a specific way. Please take a look to e.g.:

/Micha

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Tags:
JAG3D, Model, Stochastic test, Outlier, Šidák, Baarda, B-method, Type I error, Type II error


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