imported>Sammi Brie: Adding short description: "Type of plot in applied statistics"

2025-04-04T08:30:06Z

Adding short description: "Type of plot in applied statistics"

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{{Short description|Type of plot in applied statistics}}
In [[applied statistics]], a '''partial regression plot''' attempts to show the effect of adding another variable to a model that already has one or more independent variables. Partial regression plots are also referred to as '''added variable plots''', '''adjusted variable plots''', and '''individual coefficient plots'''.

== Motivation ==
{{Expert needed|statistics|reason = motivation could be made stronger, see e.g. https://stats.stackexchange.com/questions/125561/what-does-an-added-variable-plot-partial-regression-plot-explain-in-a-multiple|date=June 2024}}
When performing a [[linear regression]] with a single [[independent variable]], a [[scatter plot]] of the [[response variable]] against the independent variable provides a good indication of the nature of the relationship. If there is more than one independent variable, things become more complicated since independent variables might be (negatively or positively) correlated. Although it can still be useful to generate scatter plots of the response variable against each of the independent variables, this does not take into account the effect of the other independent variables in the model.

==Calculation==

Partial regression plots are formed by:
#Computing the residuals of regressing the response variable against the independent variables but omitting ''X''i
#Computing the residuals from regressing ''X''i against the remaining independent variables
#Plotting the residuals from (1) against the residuals from (2).
Velleman and Welsch<ref name=VW>
{{cite journal
|title = Efficient Computing of Regression Diagnostics
|author = Paul Velleman
|author2=Roy Welsch
|journal = The American Statistician
|date=November 1981
|volume = 35
|pages = 234–242
|doi = 10.2307/2683296
|issue = 4
|publisher = American Statistical Association
|jstor = 2683296}} </ref>
express this mathematically as:
:<math>
Y_{\bullet[i]}\mathrm{\ versus\ }X_{i\bullet[i]}
</math>
where
:''Y''•[i] = residuals from regressing Y (the response variable) against all the independent variables except Xi
:''X''i•[i] = residuals from regressing ''X''i against the remaining independent variables.

==Properties==

Velleman and Welsch<ref name=VW/> list the following useful properties for this plot:
#The least squares linear fit to this plot has an intercept of 0 and a slope <math>\beta_{i}</math>, where <math>\beta_{i}</math> corresponds to the regression coefficient for ''X''i of a regression of Y on all of the covariates.
#The residuals from the least squares linear fit to this plot are identical to the residuals from the least squares fit of the original model (Y against all the independent variables including Xi).
#The influences of individual data values on the estimation of a coefficient are easy to see in this plot.
#It is easy to see many kinds of failures of the model or violations of the underlying assumptions (nonlinearity, [[heteroscedasticity]], unusual patterns). .

Partial regression plots are related to, but distinct from, [[partial residual plot]]s. Partial regression plots are most commonly used to identify data points with high [[leverage (statistics)|leverage]] and influential data points that might not have high leverage. Partial residual plots are most commonly used to identify the nature of the relationship between ''Y'' and ''X''i (given the effect of the other independent variables in the model). Note that since the [[simple correlation]] between the two sets of residuals plotted is equal to the [[partial correlation]] between the response variable and ''X''i, partial regression plots will show the correct strength of the linear relationship between the response variable and ''X''i. This is not true for partial residual plots. On the other hand, for the partial regression plot, the x-axis is not ''X''i. This limits its usefulness in determining the need for a transformation (which is the primary purpose of the partial residual plot).

==See also==
*[[Partial residual plot]]
*[[Partial leverage plot]]
*[[Variance inflation factor]] for a multi-linear fit.

==References==
{{reflist}}

==Further reading==
* {{cite book
|title = Modern Regression Methods
|author = Tom Ryan
|publisher = John Wiley
|year = 1997}}
* {{cite book
|title = Applied Linear Statistical Models
|edition = 3rd
|author = Neter, Wasserman, and Kunter
|year = 1990
|publisher = Irwin}}
* {{cite book
|title = Applied Regression Analysis
|edition = 3rd
|last1= Draper |first1=N.R. |last2=Smith |first2=H.
|publisher = John Wiley
|year = 1998
|isbn = 0-471-17082-8}}
* {{cite book
|title = Residuals and Influence in Regression
|author = Cook and Weisberg
|publisher = Chapman and Hall
|year = 1982
|isbn = 0-412-24280-X}}
* {{cite book
|title = Regression Diagnostics
|author = Belsley, Kuh, and Welsch
|publisher = John Wiley
|year = 1980
|isbn = 0-471-05856-4}}

==External links==
*[http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/partregr.htm Partial Regression Plot]

{{NIST-PD}}

[[Category:Statistical charts and diagrams]]
[[Category:Regression diagnostics]]

Partial regression plot - Revision history

imported>Sammi Brie: Adding short description: "Type of plot in applied statistics"