Spread-Location Regression Diagnostic Check
Spread-Location Regression Diagnostic Check
The spread-location plot from a linear regression shown on the left is a plot of versus , where , is the power transformation of the absolute residual, and is the fitted value.
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The red line is a nonparametric smoother used to enhance the visualization. The purpose of this plot is to check for possible model mis-specification caused by monotonic change in variance related to the level as estimated by the fitted values. On the right, the box-whisker chart of the is shown. By adjusting the power transformation parameter to make the distribution of the more symmetric, the visualization of the spread-location relationship is improved. Some popular software programs fix , but this Demonstration illustrates that this might not always be the best choice. Vary the sample size, , and the random seed to see the impact of sample size and randomness. See Details for further discussion.
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