In this paper, a general method of constructing control charts for preliminary analysis of individual observations is presented, which is based on recursive score residuals. A simulation study shows that certain implementations of these charts are highly effective in detecting assignable causes.

Constancy of parameters, Cusum chart, Parameter discontinuities, Recursive residuals, Score,
Statistica Neerlandica
Erasmus School of Economics

Koning, A.J. (2006). Model-based control charts in phase 1 statistical process control. Statistica Neerlandica, 60(3), 327–338. doi:10.1111/j.1467-9574.2006.00335.x