Model Fitting: Robust Regression |
The Plots Tab
You can use the Plots tab (Figure 22.4)
to create plots that graphically display
results of the analysis. There are plots that help you to visualize
the fit, the residuals, and various influence diagnostics.
Creating a plot often adds one or more variables to the data table.
The following plots are available:
- Observed vs. Predicted
-
creates a scatter plot of the Y variables versus the predicted values,
overlaid with the diagonal line that represents a perfect fit.
- Robust residuals vs. Predicted
-
creates a scatter plot of the residuals versus the predicted values.
- Robust residuals vs. Explanatory
-
creates scatter plots of the residuals versus the X variables.
- Residual normal QQ
-
creates a normal Q-Q plot
of the residuals.
- Robust residuals vs. Robust MCD distance
-
creates a scatter plot of the internally studentized residuals versus
the robust distance.
The robust distance is a measure of the distance between an
observation and a robust estimate of location. The distance function
uses robust estimates of scale and location computed by the minimum
covariance determinant (MCD) method.
- Robust MCD distance vs. Mahalanobis distance
-
creates a scatter plot of the robust distance versus the Mahalanobis distance.
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