Residual Diagnostics

Introduction

olsrr offers tools for detecting violation of standard regression assumptions. Here we take a look at residual diagnostics. The standard regression assumptions include the following about residuals/errors:

Residual QQ Plot

Graph for detecting violation of normality assumption.

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_resid_qq(model)

Residual Normality Test

Test for detecting violation of normality assumption.

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_normality(model)
## -----------------------------------------------
##        Test             Statistic       pvalue  
## -----------------------------------------------
## Shapiro-Wilk              0.9366         0.0600 
## Kolmogorov-Smirnov        0.1152         0.7464 
## Cramer-von Mises          2.8122         0.0000 
## Anderson-Darling          0.5859         0.1188 
## -----------------------------------------------

Correlation between observed residuals and expected residuals under normality.

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_test_correlation(model)
## [1] 0.970066

Residual vs Fitted Values Plot

It is a scatter plot of residuals on the y axis and fitted values on the x axis to detect non-linearity, unequal error variances, and outliers.

Characteristics of a well behaved residual vs fitted plot:

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_resid_fit(model)

Residual Histogram

Histogram of residuals for detecting violation of normality assumption.

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_resid_hist(model)