rd_plot: Residual Density Plot for Linear Models

In stevemisc: Steve's Miscellaneous Functions

Residual Density Plot for Linear Models

Description

rd_plot() provides a visual diagnostic of the normality assumption of the linear model. Provided an OLS model fit by lm() in base R, the function extracts the residuals of the model and creates a density plot of those residuals (solid black line) against a standard normal distribution with a mean of 0 and a standard deviation matching the standard deviation of the residuals from the model. The function may be used for diagnostic purposes.

Usage

rd_plot(mod)

Arguments

mod	a fitted linear model

Details

The user can always add ggplot2 elements on top of this for greater legibility/clarity. For example, density plots can be finicky about making observations appear where they don't. Perhaps adjusting the scale of x ad hoc, after the fact, may be warranted.

The goal of this function is to emphasize that in many real world applications, the normality assumption of the residuals is never held but can often be reasonably approximated upon visual inspection.

Value

rd_plot() returns a density plot a ggplot2 object. A density plot of the actual residuals is a solid black line. A stylized normal distribution matching the description of the residuals is the blue dashed line.

Author(s)

Steven V. Miller

Examples

M1 <- lm(mpg ~ ., data=mtcars)

rd_plot(M1)

stevemisc documentation built on Sept. 11, 2024, 5:23 p.m.