GLM, GRM, and ANOVA More Results - Residuals 1 Tab

Select the Residuals 1 tab of the GLM More Results, GRM More Results, or the ANOVA More Results dialog box to access options to display and plot a large number of residual statistics for the current model. To produce 2D or 3D plots of predicted or residual values against the observed values of other variables (e.g., predictor variables), use the GLM More Results - Residuals 2 tab.

Dependent variables

Click the Dependent variables button to display a standard variable selection dialog box where you can select a subset of the dependent variables for the residual statistics. The predicted and residual values are computed for the dependent variables for the analysis, any within-subject (repeated measures) factors are ignored.

Note:

Sample Select the respective option button in the Sample group box to specify which type of sample to base the predicted and residual statistics. You can display and plot predicted and residual values for all observations that were used to compute the current results (select Analysis), all observations that were not used to compute the current results, but have valid data for all predictor and dependent variables (select Cross-validation), all observations in both the analysis sample and the cross-validation sample (select Both - the data will be marked in the residual graphs), or all cases that have valid data for the predictor variables, but missing data for at least one dependent variable (select Pred). If these options are not available, no valid cases in the Prediction sample were found, and/or no Cross-validation sample was specified on the Quick Specs Dialog - Options tab, or via the SAMPLE keyword in the GLM Analysis Syntax Editor. Deleted residuals, Studentized deleted residuals, Mahalanobis distance, Cooks distance scores, and DIFFITS statistics will not be available for the validation sample when cross-validation is enabled.

Show predicted and residual values

Use the options in the Show predicted and residual values group box to compute the desired predicted and residual statistics.

Predicted and residuals

By default, click the Predicted and residuals button to display a spreadsheet of the observed, predicted, and residual values for each Dependent variable (see above). The PRESS statistic will be given in the header of the spreadsheet. If the Cross-validation option button is set in the Sample group box, only the observations in the Cross-validation sample will be shown (see above). If the Pred. option button is selected, only the observations in the Prediction sample will be shown.

Extended stats

Select the Extended stats check box to display predicted and residual statistics in addition to the basic observed, predicted, and residual values. Note that the selection of the Extended stats check box will also determine the number of different statistics for each dependent variable that will be displayed via option Save (see below). If the Extended stats check box is selected, then in addition to the predicted, observed, and residual values, STATISTICA will compute the (default) 95% Prediction intervals and 95% Confidence limits, the Standardized predicted and Standardized residual score, the Leverage values, the Deleted residual and Studentized deleted residual scores, Mahalanobis and Cook distance scores, the DFFITS statistic, and the Standardized DFFITS statistic.

Separate Spreadsheet for each dep. var.

When there is more than a single dependent variable in the current analysis, then by default the predicted and residual statistics for all variables are shown in a single spreadsheet, where consecutive dependent variables will occupy consecutive groups of columns. Select the Separate Spreadsheet for each dep. var check box to display a separate spreadsheet for each dependent variable.

Sort obs by

The Sort obs by drop-down list provides a number of options for ordering the cases or runs shown in the Predicted and residual values spreadsheet (see Predicted and residuals above). From this list, you can select to sort the cases by Case numbers, by Observed, Predicted or Residual values, by Standard errors of predicted values, by Standardized predicted, Standardized residual or Studentized residual scores, by Leverage values, by Deleted residuals, Studentized deleted residuals, Mahalanobis distance, or Cook distance scores, by the DFFITS statistic, or by the Standardized DFFITS statistic. The default is to sort cases by Case numbers; note that if any other sort order is selected, the Separate Spreadsheet for each dep. var check box is automatically selected.

Save

Click the Save button to display a standard variable selection dialog box, where you can select variable(s) to be displayed together with the residual and predicted values in a data file for further analysis. After you select the variable(s), a spreadsheet containing the specified variable(s) along with numerous residual statistics will be displayed in an individual window (regardless of the settings in the Options dialog box - Output Manager tab or the Analysis/Graph Output Manager dialog box). You can, however, add the spreadsheet to a workbook or report using the or buttons, respectively. Note that in order to save the spreadsheet, you must select the spreadsheet and use the File menu's Save or Save As options. This is useful if you want to use the residual values for further analyses with other STATISTICA analyses. See the description of Extended stats (above) for a list of the default statistics saved when the Extended stats check box is selected.

Predicted values

Click the Predicted values button to produce a histogram of the predicted values.

Residuals

Click the Residuals button to produce a histogram of the residual values; the specific value that will be computed can be chosen via the Resids for default plots group box (see below).

Resids for default plots

Use the Resids for default plots group box to select the type of residual that is to be shown in the histograms, probability plots, and scatterplots of residuals. Instead of the standard Raw residuals (the default), you can choose Standardized residuals, Deleted residuals, Studentized residuals, or Studentized deleted residuals.

Probab. plots of resids. The options in the Probab. plots of resids group box allow you to produce various plots of residual values for each Dependent variable (see above); if the Cross-validation option button is selected in the Sample group box, only the observations in the Cross-validation sample will be shown; if the Pred. option button is selected, only the observations in the Prediction sample will be shown (see above). To produce 2D or 3D plots of predicted or residual values against the observed values of other variables (e.g., predictor variables), select the GLM More Results - Residuals 2 tab.

Normal

Click the Normal button to produce a normal probability plot of the residual values; the specific value that will be computed can be chosen via the Resids for default plots group box (see above).

Half-normal

Click the Half-normal button to produce a half-normal probability plot of the residual values; the specific value that will be computed can be chosen via the Resids for default plots group box (see above); if the Plot absolute values check box is selected, the respective absolute residual values will be plotted.

Plot absolute values

Select this check box to create the Half-normal probability plot based on the absolute residual values.

Detrended

Click the Detrended button to produce a detrended normal probability plot of the residual values; the specific value that will be computed can be chosen via the Resids for default plots group box (see above).

Pred. & resids.

Click the Pred. & resids button to produce a 2D scatterplot of the predicted versus residual values; the specific residual values that will be computed can be chosen via the Resids for default plots group box (see above).

Obs. & pred.

Click the Obs. & pred. button to produce a 2D scatterplot of the observed versus predicted values.

Obs. & resids.

Click the Obs. & resids button to produce a 2D scatterplot of the observed versus residual values; the specific residual values that will be computed can be chosen via the Resids for default plots group box (see above).

Res. & del. res.

res. Click the Res. & del. res. button to produce a 2D scatterplot of the residual values versus the deleted residuals.

Case no. & res.

Click the Case no. & res. button to produce a 2D scatterplot of the residual values versus the case numbers (of the observations in the plot). This plot is useful in order to detect any serial correlation between the residuals for consecutive observations.

See also GLM - Index.