From d.firth at warwick.ac.uk  Sun Apr 24 14:23:51 2005
From: d.firth at warwick.ac.uk (David Firth)
Date: Sun Apr 24 14:24:06 2005
Subject: [Rd] Enhanced version of plot.lm()
In-Reply-To: <40567787fcb17bee0bf9ecf403fb8e21@anu.edu.au>
References: <320af97cfe90da4c59b7e9c8cd9956d4@anu.edu.au>
	<9717926f912f9fb045c57dd9be4e743c@warwick.ac.uk>
	<40567787fcb17bee0bf9ecf403fb8e21@anu.edu.au>
Message-ID: <ef50d09805dfd7583635d02b5f4aaeec@warwick.ac.uk>

On 24 Apr 2005, at 05:37, John Maindonald wrote:

> I'd not like to lose the signs of the residuals. Also, as
> plots 1-3 focus on residuals, there is less of a mental
> leap in moving to residuals vs leverage; residuals vs
> leverage/(1-leverage) would also be in the same spirit.

Yes, I know what you mean.  Mental leaps are a matter of 
taste...pitfalls, etc, come to mind.

>
> Maybe, one way or another, both plots (residuals vs
> a function of leverage, and the plot from Hinkley et al)
> should go in.  The easiest way to do this is to add a
> further which=6.  I will do this if the consensus is that
> this is the right way to go.  In any case, I'll add the
> Hinkley et al reference (author of the contribution that
> includes p.74?) to the draft help page.

Sorry, I should have given the full reference, which (in BibTeX format 
from CIS) is

@inproceedings{Firt:gene:1991,
     author = {Firth, D.},
     title = {Generalized Linear Models},
     year = {1991},
     booktitle = {Statistical Theory and Modelling. In Honour of Sir 
David Cox, FRS},
     editor = {Hinkley, D. V. and Reid, N. and Snell, E. J.},
     publisher = {Chapman \& Hall Ltd},
     pages = {55--82},
     keywords = {Analysis of deviance; Likelihood}
}

David

>
> John Maindonald.
>
> On 24 Apr 2005, at 1:09 AM, David Firth wrote:
>
>> On 23 Apr 2005, at 12:30, John Maindonald wrote:
>>
>>> I propose the following enhancements and changes to plot.lm(),
>>> the most important of which is the addition of a Residuals vs
>>> Leverage plot.
>>>
>>> (1) A residual versus leverage plot has been added, available
>>> by specifying which = 5, and not included as one of the default
>>> plots.  Contours of Cook's distance are included, by default at
>>> values of 0.5 and 1.0.  The labeled points, if any, are those with
>>> the largest Cook's distances.  The parameter cook.levels can be
>>> changed as required, to control what contours appear.
>>>
>>> (2) Remove the word "plot" from the captions for which=2, 3, 4.
>>> It is redundant.
>>>
>>> (3) Now that the pos argument to text() is vectorized, use that
>>> in preference to an offset.
>>>
>>> (4) For which!=4 or 5, by default use pos=4 on the left half
>>> of the panel, and pos=2 on the right half of the panel.
>>> This prevents labels from appearing outside the plot area,
>>> where they can overlap other graphical features.
>>> The parameter label.pos allows users to change this default.
>>>
>>> The modified code that I propose is below.   This, a modified .Rd
>>> file, and files from diff used with the April 20 development version,
>>> are in my directory
>>>
>>> http://wwwmaths.anu.edu.au/~johnm/r/plot-lm/
>>>
>>> I believe the Residual-Leverage plot is given in Krause & Olsen,
>>> whether with Cook's distance contours I do not recall.  I do not
>>> have access to a copy of this book.  Martin Maechler drew my
>>> attention to it in 2003, as superior to the Cook's distance plot.
>>
>> Agreed.  Alternatively Cook's distance versus leverage/(1-leverage), 
>> as on p74 of this book:
>> Statistical Theory and Modelling, In honour of Sir David Cox, FRS.  
>> Eds D V Hinkley, N Reid and E J Snell.  Chapman and Hall, 1991.
>> In that graph the contours of residual^2 are straight lines through 
>> the origin.  A small disadvantage is that the sign of the residual is 
>> lost.
>>
>> David
>>
>>> I have finally got around to coding it up!
>>>
>>> John Maindonald.
>> ...
>>
>>
> John Maindonald             email: john.maindonald@anu.edu.au
> phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
> Centre for Bioinformation Science, Room 1194,
> John Dedman Mathematical Sciences Building (Building 27)
> Australian National University, Canberra ACT 0200.
>


[Rd] Enhanced version of plot.lm()
David Firth