Copyright © 2012 Pearson Education, Inc. All rights reserved. Chapter 8 Residual Analysis
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.1 Introduction
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.2 Regression Residuals
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.1 Actual random error and regression residual ^
Copyright © 2012 Pearson Education, Inc. All rights reserved. 8- 5
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Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.2 SAS printout for first- order model continued on next slide
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.2 SAS printout for first- order model (cont’d)
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.3 SAS printout for quadratic (second-order) model continued on next slide
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.3 SAS printout for quadratic (second-order) model (cont’d)
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.3 Detecting Lack of Fit
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.4 SAS plot of residuals for the first-order model
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.5 MINITAB plot of cholesterol data with least squares line
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.6 SAS plot of residuals for the quadratic model
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Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.7 SPSS regression printout for demand model
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.8 SPSS plot of residuals against price for demand model
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.9 SPSS partial residual plot for price
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.10 SPSS regression printout for demand model with transformed price
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.4 Detecting Unequal Variances
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.11 A plot of residuals for poisson data
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.12 A plot of residuals for binomial data (proportions or percentages)
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.13 A plot of residuals for data subject to multiplicative errors
Copyright © 2012 Pearson Education, Inc. All rights reserved
Copyright © 2012 Pearson Education, Inc. All rights reserved
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.14 MINITAB regression printout for second-order model of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.15 MINITAB residual plot for second-order model of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.16 MINITAB regression printout for second-order model of natural log of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.17 MINITAB residual plot for second-order model of natural log of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.18 MINITAB regression printout first-order model of natural log of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.19a SAS regression printout for second-order model of salary: Subsample 1 (years of experience < 20)
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.19b SAS regression printout for second-order model of salary: Subsample 2 (years of experience > 20)
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.5 Checking the Normality Assumption
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.20 MINITAB histogram of residuals from log model of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.21 MINITAB stem-and-leaf plot of residuals from log model of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.22 MINITAB normal probability plot of residuals from log model of salary
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.6 Detecting Outliners and Identifying Influential Observations
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Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.23 MINITAB regression printout for model of fast-food sales continued on next slide
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.23 MINITAB regression printout for model of fast-food sales (cont’d)
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.24 MINITAB plot of residuals versus traffic flow
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.25 MINITAB plot of residuals versus city
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.26 MINITAB regression printout for model of fast-food sales with corrected data point continued on next slide
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.26 MINITAB regression printout for model of fast-food sales with corrected data point (cont’d)
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.27 MINITAB plot of residuals versus traffic flow for model with corrected data point
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.28 MINITAB plot of residuals versus city for model with corrected data point
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Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.29 SAS regression analysis with influence diagnosis for fast-food sales model continued on next slide
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.29 SAS regression analysis with influence diagnosis for fast-food sales model (cont’d) continued on next slide
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.29 SAS regression analysis with influence diagnosis for fast-food sales model (cont’d)
Copyright © 2012 Pearson Education, Inc. All rights reserved. Section 8.7 Detecting Residual Correlation: The Durbin- Watson test
Copyright © 2012 Pearson Education, Inc. All rights reserved
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.30 SAS regression printout for model of annual sales
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.31 SAS plot of residuals for model of annual sales
Copyright © 2012 Pearson Education, Inc. All rights reserved
Copyright © 2012 Pearson Education, Inc. All rights reserved Figure 8.32 Rejection region for the Durbin-Watson d-test: scale example
Copyright © 2012 Pearson Education, Inc. All rights reserved