Observations whose leverage value exceeds or whose Cook’s value exceeds are deemed influential ( is the number of regressors including the intercept, and is the number of observations used in the analysis). Observations whose externally studentized residual magnitudes exceed 2 are deemed outliers. A normal density is overlaid on the residual histogram to help in detecting departures form normality.įollowing Rawlings (1998), reference lines are shown on the relevant plots to identify observations deemed outliers or influential. If the data in a Q-Q plot come from a normal distribution, the points will cluster tightly around the reference line. The Q-Q plot, residual histogram, and box plot of the residuals are useful for diagnosing violations of the normality and homoscedasticity assumptions. Patterns in the spread about the 45-degree reference line in the plot of the dependent variable values versus the predicted values are also indications of an inadequate model. Patterns in the plots of residuals or studentized residuals versus the predicted values, or spread of the residuals being greater than the spread of the centered fit in the RF plot, are indications of an inadequate model. "Residual-Fit" (or RF) plot consisting of side-by-side quantile plots of the centered fit and the residualsīox plot of the residuals if you specify the STATS=NONE suboption Normal quantile-quantile plot (Q-Q plot) of the residualsĭependent variable values versus the predicted values See Figure 76.8 for an example.Įxternally studentized residuals (RSTUDENT) versus the predicted valuesĮxternally studentized residuals versus the leverage The "Diagnostics Panel" provides a display that you can use to get an overall assessment of your model.
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