[R] Force regression line to a 1:1 relationship
David Winsemius
dwinsemius at comcast.net
Tue Sep 13 22:27:04 CEST 2011
On Sep 13, 2011, at 11:56 AM, David Winsemius wrote:
>
> On Sep 13, 2011, at 11:44 AM, David Winsemius wrote:
>
>>
>> On Sep 13, 2011, at 9:43 AM, RCulloch wrote:
>>
>>> Dear John,
>>>
>>> Thank you for that, and for explaining why the abline() command
>>> wont/dosen't
>>> work. The approach is based on reviewers comments that I am a tad
>>> sceptical
>>> about myself but yet curious enough to test their
>>> suggestion......I don't
>>> think it is very straightforward to explain; however, it involves
>>> using the
>>> residuals of the lm() and plotting them against a covariate to
>>> assess
>>> whether or not the deviation from the 1:1 relationship is in someway
>>> influenced by the other covariate.
Is the reviewer perhaps saying this will display departures from a
"linear" or "straight-line" relationship? If so, then I agree entirely
with the reviewer.
>>> I hope that shines a small amount of
>>> light on this rather unorthodox approach?!
>>
>> Plotting the residuals against a covariate is a standard way to
>> assess the assumption that the residuals are distributed normally
>> around each continuous regressor
I've been corrected offline on this point by another "reviewer", one
who I consider highly reputable. The regression assumption is that
residuals are normal around the "true" relationship, but since we
only have the predicted relationship, the usual second-best is to look
at:
plot( fitted(fit), resid(fit))
Furthermore normality is generally not important. (I did know that.)
>> and have no non-linear relationship around each continuous regressor
That point is still valid.
> Forgot to include homoschedasticity:
>
> ...and have a reasonably constant standard deviation across the
> range of the regressor...
Also should be plotting against fitted() rather than regressors. _My_
external reviewer is of the opinion : "constant variance -- which,
again, usually is of no importance for estimation anyway unless the
heteroscedacity is huge-", but I think opinions about what constitutes
"huge" or "too much" variance may vary.
>
>> . It is not to assess a "1:1 relationship", whatever that is. I
>> think we would need to see a complete quotation of the reviewer's
>> comments before deciding who is confused in this interchange.
>>
>> --
>
David Winsemius, MD
West Hartford, CT
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