TY - JOUR
T1 - Partial residual plots in generalized linear models
AU - Cook, R. Dennis
AU - Croos-dabrera, Rodney
PY - 1998/6/1
Y1 - 1998/6/1
N2 - In this article we explore the structure and usefulness of partial residual plots as tools for visualizing curvature as a function of selected predictors x2 in a generalized linear model (GLM), where the vector of predictors x is partitioned as xT = (xT1, xT2). The GLM extension of ceres plots is discussed, but to a lesser extent. The usefulness of these plots for obtaining a good visual impression of curvature may be limited by the specified GLM, the link function, and the stochastic behavior of the predictors. Partial residual plots seem to work well when modeling is in a region where the conditional mean of the response given x stays well away from its extremes so that the link is essentially linear, and E(x1 | x2) is linear in x2. ceres plots, however, require only the first condition. The behavior of these plots is contrasted with their behavior in additive-error models.
AB - In this article we explore the structure and usefulness of partial residual plots as tools for visualizing curvature as a function of selected predictors x2 in a generalized linear model (GLM), where the vector of predictors x is partitioned as xT = (xT1, xT2). The GLM extension of ceres plots is discussed, but to a lesser extent. The usefulness of these plots for obtaining a good visual impression of curvature may be limited by the specified GLM, the link function, and the stochastic behavior of the predictors. Partial residual plots seem to work well when modeling is in a region where the conditional mean of the response given x stays well away from its extremes so that the link is essentially linear, and E(x1 | x2) is linear in x2. ceres plots, however, require only the first condition. The behavior of these plots is contrasted with their behavior in additive-error models.
KW - CERES plots
KW - Predictor transformations
KW - Regression
UR - http://www.scopus.com/inward/record.url?scp=0032375673&partnerID=8YFLogxK
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U2 - 10.1080/01621459.1998.10473725
DO - 10.1080/01621459.1998.10473725
M3 - Article
AN - SCOPUS:0032375673
SN - 0162-1459
VL - 93
SP - 730
EP - 739
JO - Journal of the American Statistical Association
JF - Journal of the American Statistical Association
IS - 442
ER -