On Sep 14, 2011, at 10:52 AM, Patrick Breheny wrote:
On 09/13/2011 04:27 PM, David Winsemius wrote:
...
Also should be plotting against fitted() rather than regressors.
...
Both types of plots (vs. fitted values and vs. regressors) are very
common. The former is a default plot in R, the first one that
appears if you submit:
fit <- lm(y~X)
plot(fit)
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.
You appear to be criticizing a single sentence after an egregious
removal of context. The context for that sentence was considering the
graphical examination of the constant variance assumption, and for
that question I still think the proper procedure is to use residuals
vs. fitted. I did not say that plotting residuals against regressors
should not be done, and I was in fact was endorsing exactly that sort
of graphical examination at two other points above that sentence for
the purpose of assessing departures from linearity of individual
regressors.
The Wikipedia entry for "partial regression plot" does not agree with
the formulation you offered. It describes plotting residuals of Y
around fit(y) versus residuals of X_i around fit(X_i ~ other X's).
--
Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky
David Winsemius, MD
West Hartford, CT
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