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Diagnostics Functions

Validation and assumption-checking functions.

VIF (Variance Inflation Factor)​

SELECT * FROM anofox_statistics_vif(
    predictor_columns  -- ARRAY[x1, x2, x3]
);

Returns: VIF for each predictor

  • VIF < 5 = OK
  • VIF 5-10 = Caution
  • VIF > 10 = Multicollinearity

Normality Test​

SELECT * FROM anofox_statistics_normality_test(
    residuals,
    alpha  -- Significance level (0.05)
);

Jarque-Bera Test

  • Returns: statistic, p-value
  • p > alpha = Normal ✅

Residual Diagnostics​

SELECT * FROM anofox_statistics_residual_diagnostics(
    actual_values,
    predicted_values,
    outlier_threshold  -- 3.0 for 3-sigma
);

Returns:

  • leverage - Distance of x from center
  • cooks_distance - Influence on coefficients
  • is_outlier - Binary flag

Information Criteria​

SELECT * FROM anofox_statistics_information_criteria(
    table_name,
    target_column,
    predictor_columns
);

Returns: AIC, BIC

  • Lower = Better model

Next Steps​

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