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

Copyright © 2012 Pearson Education, Inc. All rights reserved.

Chapter 8

Residual Analysis


Section 8.1

Introduction


Section 8.2

Regression Residuals

Copyright © 2012 Pearson Education, Inc. All rights reserved.8- 4

Figure 8.1 Actual random error and regression residual ̂


Figure 8.2 SAS printout for first-order model

continued on next slide


Figure 8.2 SAS printout for first-order model (cont’d)


Figure 8.3 SAS printout for quadratic (second-order) model



Figure 8.3 SAS printout for quadratic (second-order) model (cont’d)


Section 8.3

Detecting Lack of Fit


Figure 8.4 SAS plot of residuals for the first-order model


Figure 8.5 MINITAB plot of cholesterol data with least squares line


Figure 8.6 SAS plot of residuals for the quadratic model


Figure 8.7 SPSS regression printout for demand model


Figure 8.8 SPSS plot of residuals against price for demand model


Figure 8.9 SPSS partial residual plot for price


Figure 8.10 SPSS regression printout for demand model with transformed price


Section 8.4

Detecting Unequal Variances


Figure 8.11 A plot of residuals for poisson data


Figure 8.12 A plot of residuals for binomial data (proportions or percentages)


Figure 8.13 A plot of residuals for data subject to multiplicative errors


Figure 8.14 MINITAB regression printout for second-order model of salary


Figure 8.15 MINITAB residual plot for second-order model of salary


Figure 8.16 MINITAB regression printout for second-order model of natural log of salary


Figure 8.17 MINITAB residual plot for second-order model of natural log of salary


Figure 8.18 MINITAB regression printout first-order model of natural log of salary


Figure 8.19a SAS regression printout for second-order model of salary: Subsample 1 (years of experience < 20)


Figure 8.19b SAS regression printout for second-order model of salary: Subsample 2 (years of experience > 20)


Section 8.5

Checking the Normality Assumption


Figure 8.20 MINITAB histogram of residuals from log model of salary


Figure 8.21 MINITAB stem-and-leaf plot of residuals from log model of salary


Figure 8.22 MINITAB normal probability plot of residuals from log model of salary


Section 8.6

Detecting Outliners and Identifying Influential Observations


Figure 8.23 MINITAB regression printout for model of fast-food sales



Figure 8.23 MINITAB regression printout for model of fast-food sales (cont’d)


Figure 8.24 MINITAB plot of residuals versus traffic flow


Figure 8.25 MINITAB plot of residuals versus city


Figure 8.26 MINITAB regression printout for model of fast-food sales with corrected data point



Figure 8.26 MINITAB regression printout for model of fast-food sales with corrected data point (cont’d)


Figure 8.27 MINITAB plot of residuals versus traffic flow for model with corrected data point


Figure 8.28 MINITAB plot of residuals versus city for model with corrected data point


Figure 8.29 SAS regression analysis with influence diagnosis for fast-food sales model



Figure 8.29 SAS regression analysis with influence diagnosis for fast-food sales model (cont’d)



Section 8.7

Detecting Residual Correlation: The Durbin-Watson test


Figure 8.30 SAS regression printout for model of annual sales


Figure 8.31 SAS plot of residuals for model of annual sales


Figure 8.32 Rejection region for the Durbin-Watson d-test: scale example

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

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