On the Interpretation of Regression Plots
该文为回归图(如残差图、新增变量图等)的解释建立了一个框架,指出常见解读可能误导,并推广了标准图、开发了新绘图范式,对计量经济学和统计学的数据分析者有用。
Abstract A framework is developed for the interpretation of regression plots, including plots of the response against selected covariates, residual plots, added-variable plots, and detrended added-variable plots. It is shown that many of the common interpretations associated with these plots can be misleading. The framework also allows for the generalization of standard plots and the development of new plotting paradigms. A paradigm for graphical exploration of regression problems is sketched.