Residuals from deletion in added variable plots

A. H. M. Rahmatullah Imon

Journal of Applied Statistics, 2003, vol. 30, issue 7, 827-841

Abstract: An added variable plot is a commonly used plot in regression diagnostics. The rationale for this plot is to provide information about the addition of a further explanatory variable to the model. In addition, an added variable plot is most often used for detecting high leverage points and influential data. So far as we know, this type of plot involves the least squares residuals which, we suspect, could produce a confusing picture when a group of unusual cases are present in the data. In this situation, added variable plots may not only fail to detect the unusual cases but also may fail to focus on the need for adding a further regressor to the model. We suggest that residuals from deletion should be more convincing and reliable in this type of plot. The usefulness of an added variable plot based on residuals from deletion is investigated through a few examples and a Monte Carlo simulation experiment in a variety of situations.

Date: 2003
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/0266476032000076083 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:30:y:2003:i:7:p:827-841

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/0266476032000076083

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().