Regression Model Building - Diagnostics KNNL – Chapter 10

Model Adequacy for Predictors – Added Variable Plot Graphical way to determine partial relation between response and a given predictor, after controlling for other predictors May not be helpful when other predictor(s) enter model with polynomial or interaction terms that are not controlled for Algorithm (assume plot for X3, given X1, X2): Fit regression of Y on X1,X2, obtain residuals = ei(Y|X1,X2) Fit regression of X3 on X1,X2, obtain residuals = ei(X3|X1,X2) Plot ei(Y|X1,X2) (vertical axis) versus ei(X3|X1,X2) (horizontal axis) Slope of the regression through the origin of ei(Y|X1,X2) on ei(X3|X1,X2) is the partial regression coefficient for X3