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Asked 6 years, 2 months ago Active 1 year, 1 month ago Viewed 35k times
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Unanswered I have a model of Movies dataset and I used the regression:

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21 model <- lm(imdbVotes ~ imdbRating + tomatoRating + tomatoUserReviews+ I(genre1 ** 3.0) +I(genre2 ** 2.0)+I(genre3
Opt-in alpha ** 1.0),
test for a new Stacks editor data =
library(ggplot2)
res <- qplot(fitted(model), resid(model)) Visual design changes to the review
res+geom_hline(yintercept=0) queues

15
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Which gave the output:
23 Would Cross Validated want Machine
Learning Theory questions that are no…

13 Some tags need better names

6 What are some “best practices” for

structuring/formatting a post?

Linked

17 Utility of the Frisch-Waugh theorem

17 In multiple linear regression, why does a

plot of predicted points not lie in a straight
line?

4 How much of a dependent variable is

explained by each of a bunch of
independent variables?

4 Using exploratory data analysis

1 Linear model decomposition

2 Interpretation of OLS regression

coefficients

1 Modeling covariates in multiple regression

Now I tried working something called Added Variable Plot first time and I got the following output:
1 Partial regression plots for regularized (L2)
linear regression
car::avPlots(model, id.n=2, id.cex=0.7)
0 Is this way to check linearity correct?

1 Iterative regression

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3 Low slope in Added variable plots indicative

of what?

10 Data scientist interview question: Linear

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model don't seem right
The problem is I tried to understand Added Variable Plot using google but I couldn't understand its
depth, seeing the plot I understood that its kind of representation of skewing based on each of the Hot Network Questions
input variable related to the output.
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edited Dec 29 '19 at 21:13 asked Nov 26 '14 at 12:31
something's wrong, it's nasty
Share Cite Edit Follow mattu Abhishek Choudhary
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53 7 353 1 2 8
100 light years away in less than 100 years?

Align vertices into a straight line

4 @Silverfish has given a nice answer to your question. On the small detail of what to do with your Pattern matching for repeated elements
particular dataset, a linear model looks like a very bad idea. Votes is manifestly a highly skewed non-
negative variable, so something like a Poisson model is indicated. See e.g. blog.stata.com/tag/poisson- Can anyone identify this stopper knot?
regression Note that such a model doesn't commit you to the assumption that the marginal distribution of Good alternative to a slider for a long list of
the response is exactly Poisson any more than a standard linear model commits you to postulating numeric values
marginal normality. – Nick Cox Nov 26 '14 at 14:25
What laws will God put in Christians' hearts and
2 One way of seeing that the linear model works poorly is to note that it predicts negative values for a write in their minds?
substantial fraction of cases. See the region left of fitted = 0 on the first residual plot. – Nick Cox Nov 26
Points in a given image file
'14 at 14:40
Is there a good strategy to achieve a draw?
Thanks Nick Cox, here I found that there is a highly skewed non-negative nature , I must consider
Poisson model , so is there any link which gives me a proper idea about which model to use in which Protective equipment of medieval firefighters?
scenario based on dataset and I tried using Polynomial regression for my dataset , will that be a right
choice here ... – Abhishek Choudhary Nov 26 '14 at 14:53 Transpose dataframe based on column list

1 I've already given a link which in turn gives further references. Sorry, but I don't understand the second Is it wrong to demand features in open-source
half of your question with reference to "scenario based on dataset" and "polynomial regression". I suspect projects?
you need to ask a new question with much more detail. – Nick Cox Nov 26 '14 at 15:18
Mathematical predictions of AdS/CFT
What package did you install so that R recognize the function avPlots ? – user208618 Dec 9 '18 at Story about a man waking up early from cryogenic
6:18 sleep and eats his crewmates to survive

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2 Answers Active Oldest Votes
Evaluate left-or-right

The Rod Cutting problem

For illustration I will take a less complex regression model 𝑌 = 𝛽1 + 𝛽2 𝑋2 + 𝛽3 𝑋3 + 𝜖 where
the predictor variables 𝑋2 and 𝑋3 may be correlated. Let's say the slopes 𝛽2 and 𝛽3 are both What happens when you reduce stock all the
way?
38 positive so we can say that (i) 𝑌 increases as 𝑋2 increases, if 𝑋3 is held constant, since 𝛽2 is
positive; (ii) 𝑌 increases as 𝑋3 increases, if 𝑋2 is held constant, since 𝛽3 is positive. How are there two C3 rotation axes in ammonia?

Why was the Balrog beneath Moria

Note that it's important to interpret multiple regression coefficients by considering what happens
when the other variables are held constant ("ceteris paribus"). Suppose I just regressed 𝑌 against Question feed
𝑋2 with a model 𝑌 = 𝛽1′ + 𝛽2′ 𝑋2 + 𝜖′ . My estimate for the slope coefficient 𝛽2′ , which measures
the effect on 𝑌 of a one unit increase in 𝑋2 without holding 𝑋3 constant, may be different from my
estimate of 𝛽2 from the multiple regression - that also measures the effect on 𝑌 of a one unit
^
increase in 𝑋2 , but it does hold 𝑋3 constant. The problem with my estimate 𝛽2′ is that it suffers
from omitted-variable bias if 𝑋2 and 𝑋3 are correlated.

To understand why, imagine 𝑋2 and 𝑋3 are negatively correlated. Now when I increase 𝑋2 by
one unit, I know the mean value of 𝑌 should increase since 𝛽2 > 0 . But as 𝑋2 increases, if we
don't hold 𝑋3 constant then 𝑋3 tends to decrease, and since 𝛽3 > 0 this will tend to reduce the
mean value of 𝑌 . So the overall effect of a one unit increase in 𝑋2 will appear lower if I allow 𝑋3
to vary also, hence 𝛽2′ < 𝛽2 . Things get worse the more strongly 𝑋2 and 𝑋3 are correlated, and
the larger the effect of 𝑋3 through 𝛽3 - in a really severe case we may even find 𝛽2′ < 0 even
though we know that, ceteris paribus, 𝑋2 has a positive influence on 𝑌 !

Hopefully you can now see why drawing a graph of 𝑌 against 𝑋2 would be a poor way to visualise
the relationship between 𝑌 and 𝑋2 in your model. In my example, your eye would be drawn to a
^ ^
line of best fit with slope 𝛽2′ that doesn't reflect the 𝛽2 from your regression model. In the worst
case, your model may predict that 𝑌 increases as 𝑋2 increases (with other variables held
constant) and yet the points on the graph suggest 𝑌 decreases as 𝑋2 increases.

The problem is that in the simple graph of 𝑌 against 𝑋2 , the other variables aren't held constant.
This is the crucial insight into the benefit of an added variable plot (also called a partial regression
plot) - it uses the Frisch-Waugh-Lovell theorem to "partial out" the effect of other predictors. The
horizonal and vertical axes on the plot are perhaps most easily understood* as "𝑋2 after other
predictors are accounted for" and "𝑌 after other predictors are accounted for". You can now look at
the relationship between 𝑌 and 𝑋2 once all other predictors have been accounted for. So for
example, the slope you can see in each plot now reflects the partial regression coefficients from
your original multiple regression model.

A lot of the value of an added variable plot comes at the regression diagnostic stage, especially
since the residuals in the added variable plot are precisely the residuals from the original multiple
regression. This means outliers and heteroskedasticity can be identified in a similar way to when
looking at the plot of a simple rather than multiple regression model. Influential points can also be
seen - this is useful in multiple regression since some influential points are not obvious in the
original data before you take the other variables into account. In my example, a moderately large
𝑋2 value may not look out of place in the table of data, but if the 𝑋3 value is large as well despite
𝑋2 and 𝑋3 being negatively correlated then the combination is rare. "Accounting for other
predictors", that 𝑋2 value is unusually large and will stick out more prominently on your added
variable plot.

∗ More technically they would be the residuals from running two other multiple regressions: the
residuals from regressing 𝑌 against all predictors other than 𝑋2 go on the vertical axis, while the
residuals from regression 𝑋2 against all other predictors go on the horizontal axis. This is really
what the legends of "𝑌 given others" and "𝑋2 given others" are telling you. Since the mean
residual from both of these regressions is zero, the mean point of (𝑋2 given others, 𝑌 given
others) will just be (0, 0) which explains why the regression line in the added variable plot always
goes through the origin. But I often find that mentioning the axes are just residuals from other
regressions confuses people (unsurprising perhaps since we now are talking about four different
regressions!) so I have tried not to dwell on the matter. Comprehend them as "𝑋2 given others"
and "𝑌 given others" and you should be fine.

edited Jul 28 '19 at 21:37 answered Nov 26 '14 at 14:19

Share Cite Edit Follow Silverfish
19.3k 21 80 170

Not sure how to ask this, but is there anything that can really be said about the trends seen in the plots?
For example does the goodness of fit of each trend relate to how independent each of the predictors are,
or something like that? – naught101 Aug 17 '16 at 5:33

3 Does a method exist for translating the units of residual on the horizontal and vertical axes into units of the
underlying variables? – Nicholas G Nov 5 '16 at 12:54

This is such an excellent answer. But is there a typo in your first paragraph (predictor variables)? Should
they be X2 and X3? – detly Jul 25 '19 at 5:19

@detly Thanks, changed! – Silverfish Jul 28 '19 at 21:37

Silverfish, do you know the answer to @NicholasG question? Is there any way to make the residuals
interpretable in terms of units of the X-variable? – Parseltongue Aug 6 '19 at 14:01

add a comment

is there anything that can really be said about the trends seen in the plots

-2
Sure, their slopes are the regression coefficients from the original model (partial regression
coefficients, all other predictors held constant)

answered Sep 19 '17 at 18:03

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