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Introduction to regression

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Residual analysis<br />

y<br />

Chapter 3 <strong>Introduction</strong> <strong>to</strong> <strong>regression</strong> 129<br />

There are situations where the mere fitting of a <strong>regression</strong> line <strong>to</strong> some data is not<br />

enough <strong>to</strong> convince us that the data set is truly linear. Even if the correlation is close <strong>to</strong><br />

+1 or −1 it still may not be convincing enough.<br />

The next stage is <strong>to</strong> analyse the residuals, or deviations, of each data point from the<br />

straight line. These are nothing more than the ‘error’ bars of the figure in worked<br />

example 2.<br />

A residual is the vertical difference between each data point and the <strong>regression</strong> line.<br />

Calculating residuals<br />

A sociologist gathers data on the heights of brothers and sisters in families from<br />

different ethnic backgrounds. He enters his records in the table below.<br />

x 2 3 5 8 9 9<br />

y 3 7 12 10 12 16<br />

He then plots each point, and fits a <strong>regression</strong> line as shown in figure 1, below. He then<br />

decides <strong>to</strong> calculate the residuals.<br />

The residuals are simply the vertical distances from the line <strong>to</strong> each point. These<br />

lines are shown as blue and red bars in figure 2.<br />

18<br />

16<br />

14<br />

12<br />

10<br />

8<br />

6<br />

4<br />

2<br />

0<br />

0 2 4 6 8 10<br />

Figure 1<br />

y<br />

18<br />

16<br />

14<br />

12<br />

10<br />

8<br />

6<br />

4<br />

2<br />

0<br />

0 2 4 6 8 10 x<br />

Figure 2<br />

x

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