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Why are the abscissa leverage values shifted in the Fit Model platform?

pcarroll1
Level IV

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?

1 ACCEPTED SOLUTION

Accepted Solutions


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.

Dan Obermiller

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3 REPLIES 3


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.

Dan Obermiller
pcarroll1
Level IV


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


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.