Statistics: Added variable plot

http://wiki.math.yorku.ca/index.php/Statistics:_Added_variable_plot

From MathWiki

In a multiple regression, the added variable plot for a predictor X, say, is the plot showing the residual of Y against all predictors except X against the residual of X on all predictors except X, of course.

One can think of the added variable plot as a particular view of higher dimensional data. The added variable plot views down the intersection of the plane of the regression of Y on all predictors and the plane of the regression of Y on all predictors except X. The plane of the regression of X on all predictors except X also intersects in the same line.

The graphs below show regressions of Health on Weight, Health on Height and Weight and, in the plane of predictor variables, the regression of Height on Weight. The second graph shows the data rotated so one is looking down the intersection of the regression planes. The horizontal displacement in this plot is proportional to the residual of Height on Weight. The residuals of the regression of Health on Weight can be viewed above and below the blue regression plane which is viewed on edge.

 

 

Multiple Linear Regression: Hypothesis Testing Added Variable Plot

Multiple Linear Regression: Hypothesis Testing Add

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