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Why are the abscissa leverage values shifted in the Fit Model platform?
https://itunes.apple.com/podcast/applied-statistical-essentials/id20769613
However, when I clicked on the podcast address below, the screen showed connecting for a long time and then I gave up. Am I too impatient or is that podcast no longer available? If the latter, is there another way I could understand this?
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Re: Why are the abscissa leverage values shifted in the Fit Model platform?
Maybe knowing how a leverage plot is constructed will help?
Consider a multiple linear regression model with Y as the dependent variable and X1, X2, and X3 as the independent variables. To create a leverage plot for one of the independent variables (for example, X1), do the following actions.
• Regress Y on X2 and X3. These residuals are the vertical axis of the leverage plot.
• Regress X1 on X2 and X3. These residuals are the horizontal axis of the leverage plot.
This comes from the ANOVA and Regression course offered by SAS.
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Re: Why are the abscissa leverage values shifted in the Fit Model platform?
Maybe knowing how a leverage plot is constructed will help?
Consider a multiple linear regression model with Y as the dependent variable and X1, X2, and X3 as the independent variables. To create a leverage plot for one of the independent variables (for example, X1), do the following actions.
• Regress Y on X2 and X3. These residuals are the vertical axis of the leverage plot.
• Regress X1 on X2 and X3. These residuals are the horizontal axis of the leverage plot.
This comes from the ANOVA and Regression course offered by SAS.
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Re: Why are the abscissa leverage values shifted in the Fit Model platform?
Dan,
Very good. That simple answer is what I needed to understand it. In the past (20+ yrs ago) I used to work in Splus (R) and wrote code to make my own partial residual plots. However, I plotted them against the actual X values. I never considered the second point that you made, but I guess that's done to attempt to account for cross correlation among the X factors.
Thanks,
Pat
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Re: Why are the abscissa leverage values shifted in the Fit Model platform?
@Dan_Obermiller boiled it down to the essential fact: it is a scatter plot of two sets of residuals, each one from a different model. It is not a plot of the original variables.
You might find this page about Leverage Plots in the JMP Help enlightening if you want more detail.