Copyright © 2012 Pearson Education, Inc. All rights reserved. Chapter 8 Residual Analysis.

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Presentation transcript:

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

Copyright © 2012 Pearson Education, Inc. All rights reserved. 8- 6

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

Copyright © 2012 Pearson Education, Inc. All rights reserved

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

Copyright © 2012 Pearson Education, Inc. All rights reserved

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

Copyright © 2012 Pearson Education, Inc. All rights reserved

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