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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