Description
addedvarplot(X,y,num,inmodel) displays
an added variable plot using the predictive terms in X,
the response values in y, the added term in column num of X,
and the model with current terms specified by inmodel. X is
an n-by-p matrix of n observations
of p predictive terms. y is
vector of n response values. num is
a scalar index specifying the column of X with
the term to be added. inmodel is a logical vector
of p elements specifying the columns of X in
the current model. By default, all elements of inmodel are false.Note:
addedvarplot automatically includes a constant
term in all models. Do not enter a column of 1s directly into X.
addedvarplot(X,y,num,inmodel,stats) uses
the stats output from the stepwisefit function
to improve the efficiency of repeated calls to addedvarplot.
Otherwise, this syntax is equivalent to the previous syntax.
Added variable plots are used to determine the unique effect
of adding a new term to a multilinear model. The plot shows the relationship
between the part of the response unexplained by terms already in the
model and the part of the new term unexplained by terms already in
the model. The "unexplained" parts are measured by the
residuals of the respective regressions. A scatter of the residuals
from the two regressions forms the added variable plot.
In addition to the scatter of residuals, the plot produced by addedvarplot shows
95% confidence intervals on predictions from the fitted line. The
fitted line has intercept zero because, under typical linear model
assumptions, both of the plotted variables have mean zero. The slope
of the fitted line is the coefficient that the new term would have
if it were added to the model with terms inmodel.
Added variable plots are sometimes known as partial regression
leverage plots.