Dear S Ellison,

If I understand correctly what you said, a plot of residuals against an X is 
not an added-variable plot. An added variable plot is constructed by regressing 
Y on all the Xs but the focal X, and regressing the focal X on all the other 
Xs; then the residuals from the first regression are plotted against the 
residuals from the second. 

As Denis Cook has shown, AV plots, while very useful for visualizing influence 
and leverage on the coefficients (and for other purposes) are not good 
nonlinearity diagnostics; for that purpose component+residual (partial 
residual) plots and their variations are better. Both added-variable and 
component+residual plots are available in the car package; see ?avPlots, 
?crPlots.

Best,
 John

------------------------------------------------
John Fox
Sen. William McMaster Prof. of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/
        
On Wed, 14 Sep 2011 16:07:24 +0100
 S Ellison <s.elli...@lgcgroup.com> wrote:
>  
> 
> > -----Original Message-----
> > From: r-help-boun...@r-project.org 
> > [mailto:r-help-boun...@r-project.org] On Behalf Of Patrick Breheny
> > 
> > The latter type of plot is called a "partial regression plot" 
> > or "added variable plot".  They are discussed in any 
> > regression textbook, as well as wikipedia and probably dozens 
> > of other web sites.
> 
> They are also available in the car package.
> 
> S Ellison*******************************************************************
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