[R] Force regression line to a 1:1 relationship

[John Fox]

Dear S Ellison,

If I understand correctly what you said, a plot of residuals against an X is not an added-variable plot. An added variable plot is constructed by regressing Y on all the Xs but the focal X, and regressing the focal X on all the other Xs; then the residuals from the first regression are plotted against the residuals from the second. 

As Denis Cook has shown, AV plots, while very useful for visualizing influence and leverage on the coefficients (and for other purposes) are not good nonlinearity diagnostics; for that purpose component+residual (partial residual) plots and their variations are better. Both added-variable and component+residual plots are available in the car package; see ?avPlots, ?crPlots.

Best,
 John

------------------------------------------------
John Fox
Sen. William McMaster Prof. of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/
	
On Wed, 14 Sep 2011 16:07:24 +0100
 S Ellison <S.Ellison at LGCGroup.com> wrote:
>  
> 
> > -----Original Message-----
> > From: r-help-bounces at r-project.org 
> > [mailto:r-help-bounces at r-project.org] On Behalf Of Patrick Breheny
> > 
> > The latter type of plot is called a "partial regression plot" 
> > or "added variable plot".  They are discussed in any 
> > regression textbook, as well as wikipedia and probably dozens 
> > of other web sites.
> 
> They are also available in the car package.
> 
> S Ellison*******************************************************************
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