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GPS-X Technical Reference

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Residuals<br />

As discussed earlier, the residuals are defined as:<br />

Equation 14.21<br />

They are an estimate of the error in the measurement, assuming that the model is correct.<br />

The weighted residuals and standardized residuals are only reported when the maximum<br />

likelihood objective function is used. The weighted residuals are defined as:<br />

Equation 14.41<br />

These are scaled residuals that are not as dependent on the magnitude of the<br />

measurements and the predicted values as are the unscaled residuals.<br />

The standardized residuals are defined as:<br />

Equation 14.42<br />

The variable S i,j is the estimated variance of response j for the ith data point and is<br />

defined in Equation 14.10.<br />

The standardized residuals and their associated plots can be used to check whether the<br />

residuals are independent and normally distributed. This assumption is fundamental to the<br />

development of the maximum likelihood objective function used in <strong>GPS</strong>-X. The<br />

standardized residuals are normalized and should have a mean of zero and a variance of<br />

one if the residuals are normally distributed.<br />

<strong>GPS</strong>-X <strong>Technical</strong> <strong>Reference</strong>

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