glm.diag.plots {boot}  R Documentation 
Diagnostics plots for generalized linear models
Description
Makes plot of jackknife deviance residuals against linear predictor, normal scores plots of standardized deviance residuals, plot of approximate Cook statistics against leverage/(1leverage), and case plot of Cook statistic.
Usage
glm.diag.plots(glmfit, glmdiag = glm.diag(glmfit), subset = NULL,
iden = FALSE, labels = NULL, ret = FALSE)
Arguments
glmfit 

glmdiag 
Diagnostics of 
subset 
Subset of 
iden 
A logical argument. If 
labels 
A vector of labels for use with 
ret 
A logical argument indicating if 
Details
The diagnostics required for the plots are calculated by glm.diag
. These are
then used to produce the four plots on the current graphics device.
The plot on the top left is a plot of the jackknife deviance residuals against the fitted values.
The plot on the top right is a normal QQ plot of the standardized deviance residuals. The dotted line is the expected line if the standardized residuals are normally distributed, i.e. it is the line with intercept 0 and slope 1.
The bottom two panels are plots of the Cook statistics. On the left is a plot of the Cook statistics against the standardized leverages. In general there will be two dotted lines on this plot. The horizontal line is at 8/(n2p) where n is the number of observations and p is the number of parameters estimated. Points above this line may be points with high influence on the model. The vertical line is at 2p/(n2p) and points to the right of this line have high leverage compared to the variance of the raw residual at that point. If all points are below the horizontal line or to the left of the vertical line then the line is not shown.
The final plot again shows the Cook statistic this time plotted against case number enabling us to find which observations are influential.
Use of iden=T
is encouraged for proper exploration of these four plots as
a guide to how well the model fits the data and whether certain observations
have an unduly large effect on parameter estimates.
Value
If ret
is TRUE
then the value of glmdiag
is returned otherwise there is
no returned value.
Side Effects
The current device is cleared and four plots are plotted by use of
split.screen(c(2,2))
. If iden
is TRUE
, interactive identification of
points is enabled. All screens are closed, but not cleared, on termination of
the function.
References
Davison, A. C. and Hinkley, D. V. (1997) Bootstrap Methods and Their Application. Cambridge University Press.
Davison, A.C. and Snell, E.J. (1991) Residuals and diagnostics. In Statistical Theory and Modelling: In Honour of Sir David Cox D.V. Hinkley, N. Reid, and E.J. Snell (editors), 83–106. Chapman and Hall.
See Also
Examples
# In this example we look at the leukaemia data which was looked at in
# Example 7.1 of Davison and Hinkley (1997)
data(leuk, package = "MASS")
leuk.mod < glm(time ~ ag1+log10(wbc), family = Gamma(log), data = leuk)
leuk.diag < glm.diag(leuk.mod)
glm.diag.plots(leuk.mod, leuk.diag)