The examination of residual plots

Abstract

Linear and squared residual plots are proposed to assess nonlinearity and heteroscedasticity in regression diagnostics. It is shown that linear residual plots are useful for diagnosing nonlinearity and squared residual plots are powerful for detecting nonconstant variance. A paradigm for the graphical interpretation of residual plots is presented.

Department(s)

Mathematics

Document Type

Article

Stable URL

https://www.jstor.org/stable/24306502

Keywords

Heteroscedasticity, Leverages, Nonlinearity, Outliers

Publication Date

4-1-1998

Journal Title

Statistica Sinica

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