The R Project SVN – R – Diff – /trunk/src/library/stats/man/plot.lm.Rd

 \name{plot.lm}
 \alias{plot.lm}
 \alias{plot.mlm}%which is .NotYetImplemented()
 \title{Plot Diagnostics for an lm Object}
 \usage{
-\method{plot}{lm}(x, which = 1:4,
+\method{plot}{lm}(x, which = c(1:3,5), %% was which = 1:4
-     caption = c("Residuals vs Fitted", "Normal Q-Q plot",
+     caption = c("Residuals vs Fitted", "Normal Q-Q",
-                 "Scale-Location plot", "Cook's distance plot"),
+          "Scale-Location", "Cook's distance",
-     panel = points,
+          "Residuals vs Leverage", "Cook's distance vs Leverage"),
-     sub.caption = deparse(x$call), main = "",
+     panel = points, sub.caption = NULL, main = "",
      ask = prod(par("mfcol")) < length(which) && dev.interactive(),
      \dots,
-     id.n = 3, labels.id = names(residuals(x)), cex.id = 0.75)
+     id.n = 3, labels.id = names(residuals(x)), cex.id = 0.75,
+     cook.levels = c(0.5, 1), label.pos = c(4, 2))
+}
 \arguments{
   \item{x}{\code{lm} object, typically result of \code{\link{lm}} or
     \code{\link{glm}}.}
-  \item{which}{If a subset of the plots is required, specify a subset of
+  \item{which}{if a subset of the plots is required, specify a subset of
-    the numbers \code{1:4}.}
+    the numbers \code{1:6}.}
-  \item{caption}{Captions to appear above the plots}
+  \item{caption}{captions to appear above the plots}
-  \item{panel}{Panel function.  A useful alternative to
+  \item{panel}{panel function.  A useful alternative to
     \code{\link{points}} is \code{\link{panel.smooth}}.}
   \item{sub.caption}{common title---above figures if there are multiple;
-    used as \code{sub} (s.\code{\link{title}}) otherwise.}
+    used as \code{sub} (s.\code{\link{title}}) otherwise.  If \code{NULL},
+    as by default, a possible shortened version of
+    \code{deparse(x$call)} is used.}
   \item{main}{title to each plot---in addition to the above
     \code{caption}.}
   \item{ask}{logical; if \code{TRUE}, the user is \emph{ask}ed before
     each plot, see \code{\link{par}(ask=.)}.}
   \item{\dots}{other parameters to be passed through to plotting
   \item{id.n}{number of points to be labelled in each plot, starting
     with the most extreme.}
   \item{labels.id}{vector of labels, from which the labels for extreme
     points will be chosen.  \code{NULL} uses observation numbers.}
   \item{cex.id}{magnification of point labels.}
+  \item{cook.levels}{levels of Cook's distance at which to draw contours.}
+  \item{label.pos}{positioning of labels, for the left half and right
+    half of the graph respectively, for plots 1-3.}
+}
 \description{
-  Four plots (selectable by \code{which}) are currently provided: a plot
+  Six plots (selectable by \code{which}) are currently available: a plot
   of residuals against fitted values, a Scale-Location plot of
-  \eqn{\sqrt{| residuals |}} against fitted values, a Normal Q-Q plot,
+  \eqn{\sqrt{| residuals |}} against fitted values, a Normal Q-Q plot, a
-  and a plot of Cook's distances versus row labels.
+  plot of Cook's distances versus row labels, a plot of residuals
+  against leverages, and a plot of Cook's distances against
+  leverage/(1-leverage).  By default, the first
+  % four of these are provided.
+  three and \code{5} are provided.
+}
 \details{
   \code{sub.caption}---by default the function call---is shown as
   a subtitle (under the x-axis title) on each plot when plots are on
   separate pages, or as a subtitle in the outer margin (if any) when
   The \dQuote{Scale-Location} plot, also called \dQuote{Spread-Location} or
   \dQuote{S-L} plot, takes the square root of the absolute residuals in
   order to diminish skewness (\eqn{\sqrt{| E |}} is much less skewed
   than \eqn{| E |} for Gaussian zero-mean \eqn{E}).
-  This \sQuote{S-L} and the Q-Q plot use \emph{standardized} residuals
+  The \sQuote{S-L}, the Q-Q, and the Residual-Leverage plot, use
-  which have identical variance (under the hypothesis).  They are given
+  \emph{standardized} residuals which have identical variance (under the
+  hypothesis).  They are given as
-  as \eqn{R_i / (s \times \sqrt{1 - h_{ii}})}{R[i] / (s*sqrt(1 - h.ii))}
+  \eqn{R_i / (s \times \sqrt{1 - h_{ii}})}{R[i] / (s*sqrt(1 - h.ii))}
   where \eqn{h_{ii}}{h.ii} are the diagonal entries of the hat matrix,
 % bug in Rdconv: "$" and \link inside \code fails; '\$' doesn't help :
   \code{\link{influence}()}\code{$hat}, see also \code{\link{hat}}.
+  The Residual-Leverage plot shows contours of equal Cook's distance,
+  by default for values of 0.5 and 1.  In the Cook's distance vs
+  leverage/(1-leverage) plot, contours of standardized residuals that
+  are equal in magnitude are lines through the origin.  The contour
+  lines are labeled with the magnitudes.
+}
 \references{
   Belsley, D. A., Kuh, E. and Welsch, R. E. (1980)
   \emph{Regression Diagnostics.}  New York: Wiley.
   Cook, R. D. and Weisberg, S. (1982)
   \emph{Residuals and Influence in Regression.}
   London: Chapman and Hall.
+  Firth, D. (1991) Generalized Linear Models.  In Hinkley, D. V. and
+  Reid, N. and Snell, E. J., eds: Pp. 55-82 in Statistical Theory and
+  Modelling. In Honour of Sir David Cox, FRS.  London: Chapman and Hall.
   Hinkley, D. V. (1975) On power transformations to
   symmetry. \emph{Biometrika} \bold{62}, 101--111.
   McCullagh, P. and Nelder, J. A. (1989)
   \emph{Generalized Linear Models.}
+}
 \author{
   John Maindonald and Martin Maechler.
+}
 \seealso{\code{\link{termplot}}, \code{\link{lm.influence}},
-  \code{\link{cooks.distance}}.
+  \code{\link{cooks.distance}}, \code{\link{hatvalues}}.
+}
 \examples{
 ## Analysis of the life-cycle savings data
 ## given in Belsley, Kuh and Welsch.
 plot(lm.SR <- lm(sr ~ pop15 + pop75 + dpi + ddpi, data = LifeCycleSavings))
 par(mfrow = c(2, 2), oma = c(0, 0, 2, 0))
 plot(lm.SR)
 plot(lm.SR, id.n = NULL)               # no id's
 plot(lm.SR, id.n = 5, labels.id = NULL)# 5 id numbers
+% ## Replace Cook's distance plot by Residual-Leverage plot
+% plot(lm.SR, which=c(1:3, 5))
+## Was default in R <= 2.1.x: Cook's distances instead of Residual-Leverage plot
+plot(lm.SR, which = 1:4)
 ## Fit a smooth curve, where applicable:
 plot(lm.SR, panel = panel.smooth)
 ## Gives a smoother curve
 plot(lm.SR, panel = function(x,y) panel.smooth(x, y, span = 1))
 par(mfrow=c(2,1))# same oma as above
 plot(lm.SR, which = 1:2, sub.caption = "Saving Rates, n=50, p=5")
+\dontshow{
+## An example with *long* formula that needs abbreviation:
+for(i in 1:5) assign(paste("long.var.name",i,sep="."), runif(10))
+plot(lm(long.var.name.1 ~
+        long.var.name.2 + long.var.name.3 + long.var.name.4 + long.var.name.5))
+}
+}
 \keyword{hplot}
 \keyword{regression}

The R Project SVN R

(root)/trunk/src/library/stats/man/plot.lm.Rd – Rev 30449 → 34063