“剩余与杠杆"中的红色实线是什么?由plot.lm()产生的剧情? [英] What is the red solid line in the "residuals vs leverage" plot produced by `plot.lm()`?
问题描述
fit <- lm(dist ~ speed, cars)
plot(fit, which = 5)
情节中间的红色实线是什么意思?
What does the solid red line in the middle of plot mean?
我认为这与厨师的距离无关.
I think it is not about cook's distance.
推荐答案
这是LOESS回归线(具有span = 2/3
和degree = 2
),可以通过平滑标准化残差和杠杆来实现.
It is the LOESS regression line (with span = 2/3
and degree = 2
), by smoothing standardised residuals against leverage.
在plot.lm()
内部,变量xx
是杠杆,而rsp
是Pearson残差(即标准化残差).然后,通过以下方式绘制散点图和红色实线:
Internally in plot.lm()
, variable xx
is leverage, while rsp
is Pearson residuals (i.e., standardised residuals). Then, the scattered plot as well as the red solid line is drawn via:
graphics::panel.smooth(xx, rsp)
以下是此函数的作用:
> panel.smooth
function (x, y, col = par("col"), bg = NA, pch = par("pch"),
cex = 1, col.smooth = "red", span = 2/3, iter = 3, ...)
{
points(x, y, pch = pch, col = col, bg = bg, cex = cex)
ok <- is.finite(x) & is.finite(y)
if (any(ok))
lines(stats::lowess(x[ok], y[ok], f = span, iter = iter),
col = col.smooth, ...)
}
<bytecode: 0xabc0004>
<environment: namespace:graphics>
R的?plot.lm
文档未解释所有内容.您最多可以从参数"部分获得以下提示:
R documentation for ?plot.lm
does not explain everything. You can at most get the following hint from the "Arguments" section:
panel
panel function. The useful alternative to `points`, `panel.smooth` can be
chosen by `add.smooth = TRUE`.
add.smooth
logical indicating if a smoother should be added to most plots; see also
panel above.
通常add.smooth = TRUE
是默认设置,因此您会看到红色实线.但是您可以使用add = FALSE
来禁止它:
Normally add.smooth = TRUE
is the default, hence you see that solid red line. But you can use add = FALSE
to suppress it:
plot(fit, which = 5, add.smooth = FALSE)
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