Statistics 541: Residuals
- Homework: Do Myers' problem: 3.20 (on page 160, data).
Also give me a histogram of the residuals.
- Read all of chapter 5.
Residuals (chapter 5 of Myers)
- Which residuals?
- Y - Y-hat: don't have the same variance under ideal
circumstances. They aren't independent either!
- (Y - Y-hat)/SD(Y - Y-hat) called studentized residuals:
normalizes to common scale.
- Leave one out statistics: remove the data point--run the
regression and refit and standardize. Luckilly no need
for doing all this work--its the same as the studentized
residual! (related to PRESS = Prediction Sum of
- Use variance with value or not? CAlled externally
studentized or R-student. Has a known distribution:
- Using regression to test outliers
- Did TMI affect the price of GPU? csv
- Need a Bonferroni correction if you don't know the cause
of the outlier.
- Using regression to test for curvature
- Is there a non-linear effect caused by X?
- Test it by putting in X2.
- Histogramming the residuals
- Plotting residuals vs Y-hat
- Feel good plot
- shows off R-sq
- Might suggest need to transform Y
- Plotting residuals vs X's
- Plotting residuals vs partial regression
- X-axis is X regressed on all other variables
- Shows leverage effects
- slope is partial slope in regression
Last modified: Tue Feb 20 08:18:47 2001