Description Usage Arguments Details Value Author(s) References See Also Examples
Plots the residuals versus each term in a mean function and versus fitted values. Also computes a curvature test for each of the plots by adding a quadratic term and testing the quadratic to be zero. This is Tukey's test for nonadditivity when plotting against fitted values.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 | ### This is a generic function with only one required argument:
residualPlots (model, ...)
## Default S3 method:
residualPlots(model, terms = ~., layout = NULL, ask,
main = "", fitted = TRUE, AsIs=TRUE, plot = TRUE,
tests = TRUE, groups, ...)
## S3 method for class 'lm'
residualPlots(model, ...)
## S3 method for class 'glm'
residualPlots(model, ...)
### residualPlots calls residualPlot, so these arguments can be
### used with either function
residualPlot(model, ...)
## Default S3 method:
residualPlot(model, variable = "fitted", type = "pearson",
groups, plot = TRUE, linear = TRUE,
quadratic = if(missing(groups)) TRUE else FALSE,
smooth=FALSE, id=FALSE,
col = palette()[1], col.quad = palette()[2], pch=1,
xlab, ylab, lwd = 1, lty = 1,
grid=TRUE, key=!missing(groups), ...)
## S3 method for class 'lm'
residualPlot(model, ...)
## S3 method for class 'glm'
residualPlot(model, variable = "fitted", type = "pearson",
plot = TRUE, quadratic = FALSE, smooth=TRUE, ...)
|
model |
A regression object. |
terms |
A one-sided formula that specifies a subset of the predictors. One
residual plot is drawn for each specified. The default
A grouping variable can also be specified in the terms, so, for example
|
layout |
If set to a value like |
ask |
If |
main |
Main title for the graphs. The default is |
fitted |
If |
AsIs |
If |
plot |
If |
tests |
If |
... |
Additional arguments passed to |
variable |
Quoted variable name for the horizontal axis, or
|
type |
Type of residuals to be used. Pearson residuals are
appropriate for |
groups |
A list of group indicators. Points in different
groups will be plotted with different colors and symbols. If missing, no grouping.
In |
linear |
If |
quadratic |
if |
smooth |
specifies the smoother to be used along with its arguments; if |
id |
controls point identification; if |
col |
default color for points. If groups is set, col can abe a list at least as long as the number of levels for groups giving the colors for each groups. |
col.quad |
default color for quadratic fit if groups is missing. Ignored if groups are used. |
pch |
plotting character. The default is pch=1. If groups are used, pch can be set to a vector at least as long as the number of groups. |
xlab |
X-axis label. If not specified, a useful label is constructed by the function. |
ylab |
Y-axis label. If not specified, a useful label is constructed by the function. |
lwd |
line width for lines. |
lty |
line type for quadratic. |
grid |
If TRUE, the default, a light-gray background grid is put on the graph |
key |
Should a key be added to the plot? Default is |
residualPlots
draws one or more residuals plots depending on the
value of the terms
and fitted
arguments. If terms = ~ .
,
the default, then a plot is produced of residuals versus each first-order
term in the formula used to create the model. Interaction terms, spline terms,
and polynomial terms of more than one predictor are
skipped. In addition terms that use the “as-is” function, e.g., I(X^2)
,
will also be skipped unless you set the argument AsIs=TRUE
. A plot of
residuals versus fitted values is also included unless fitted=FALSE
.
In addition to plots, a table of curvature tests is displayed. For plots
against a term in the model formula, say X1
, the test displayed is
the t-test for for I(X^2)
in the fit of update, model, ~. + I(X^2))
.
Econometricians call this a specification test. For factors, the displayed
plot is a boxplot, no curvature test is computed, and grouping is ignored.
For fitted values, the test is Tukey's one-degree-of-freedom test for
nonadditivity. You can suppress the tests with the argument tests=FALSE
.
If grouping is used curvature tests are not displayed.
residualPlot
, which is called by residualPlots
,
should be viewed as an internal function, and is included here to display its
arguments, which can be used with residualPlots
as well. The
residualPlot
function returns the curvature test as an invisible result.
residCurvTest
computes the curvature test only. For any factors a
boxplot will be drawn. For any polynomials, plots are against the linear term.
Other non-standard predictors like B-splines are skipped.
For lm
objects,
returns a data.frame with one row for each plot drawn, one column for
the curvature test statistic, and a second column for the corresponding
p-value. This function is used primarily for its side effect of drawing
residual plots.
Sanford Weisberg, sandy@umn.edu
Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition. Sage.
Weisberg, S. (2014) Applied Linear Regression, Fourth Edition, Wiley, Chapter 8
See Also lm
, identify
,
showLabels
1 2 3 | m1 <- lm(prestige ~ income, data=Prestige)
residualPlots(m1)
residualPlots(m1, terms= ~ 1 | type) # plot vs. yhat grouping by type
|
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