{smcl}
{* 12nov2002/26mar2003}{...}
{hline}
help for {hi:rvfplot27}{right:(manual: {hi:[R] regression diagnostics})}
{hline}
{title:Graph residual-versus-fitted plot after regression-type command}
{p 8 16}{cmd:rvfplot27} [{cmd:,} {it:residualtype} {cmdab:sc:ale(}{it:exp}{cmd:)}
{cmdab:fsc:ale(}{it:exp}{cmd:)}
{cmd:ksm(}{it:ksm_options}{cmd:)} {it:graph_options}]
{p}{cmd:rvfplot27} is for use after {cmd:regress} and similar commands; see help
on the command of interest.
{title:Description}
{p}{cmd:rvfplot27} graphs a residual-versus-fitted plot, a graph of the
residuals versus the fitted values. The residuals are, by default, those
calculated by {cmd:predict, residuals} or (if the previous estimation
command was {cmd:glm}) by {cmd: predict, response}. The fitted
values are those produced by {cmd:predict} by default after each estimation
command.
{p}{cmd:rvfplot27} is offered as a generalisation of {cmd:rvfplot} in
official Stata. It is a clone of {cmd:rvfplot2} 1.2.0 for users of Stata 7.
Users of Stata 8 should use {cmd:rvfplot2} 2.0.0 or later.
{title:Options}
{p 0 4}{it:residualtype} specifies a type of residual other than the default.
The following types are currently supported: {cmdab:a:nscombe},
{cmdab:d:eviance}, {cmdab:l:ikelihood}, {cmdab:p:earson}, {cmdab:r:esiduals},
{cmdab:resp:onse}, {cmdab:rsta:ndard}, {cmdab:rstu:dent}, {cmdab:s:core},
{cmdab:w:orking}.
{p 0 4}{cmd:scale(}{it:exp}{cmd:)} specifies a transformed scale on which to
show the residuals using Stata syntax and {cmd:X} as a placeholder for the
residual variable name. Thus {cmd:scale(X^2)} specifies squaring, to show relative
contribution to residual variance; {cmd:scale(abs(X))} specifies absolute
value, to set aside sign; {cmd:scale(sqrt(abs(X)))} specifies root of absolute
value, a useful scale on which to check for heteroscedasticity.
{p 0 4}{cmd:fscale(}{it:exp}{cmd:)} specifies a transformed scale on which to
show the fitted values using Stata syntax and {cmd:X} as a placeholder for the
fitted variable name. Thus for example {cmd:fscale(2 * ln(X))} specifies twice
the natural logarithm, which is the constant information scale for a
generalised linear model with gamma error. Similarly, arguments
of {cmd:2 * sqrt(X)}, {cmd:2 * asin(sqrt(X))}, and {cmd:-2 / sqrt(X)}
specify the constant information scale for Poisson, binomial
and inverse Gaussian errors respectively. See McCullagh and Nelder (1989,
p.398) for background.
{p 0 4}{cmd:ksm(}{it:ksm_options}{cmd:)} specifies that the residuals will be
smoothed as a function of the fitted using {cmd:ksm} with the options named.
{p 0 4}{it:graph_options} are any of the options allowed with
{cmd:graph, twoway}; see help {help grtwoway}.
{title:Examples}
{p 8 12}{inp:. gen forxmpg = foreign * mpg}
{p 8 12}{inp:. regress price weight mpg forxmpg foreign}{p_end}
{inp:. rvfplot27}
{p 8 12}{inp:. anova price rep foreign rep*foreign weight, cont(weight)}{p_end}
{inp:. rvfplot27, scale(sqrt(abs(X)))}
{p 8 12}{inp:. glm price weight, link(log)}{p_end}
{inp:. rvfplot27, anscombe yli(0)}
{p 8 12}{inp:. glm price weight, link(log)}{p_end}
{inp:. rvfplot27, anscombe yli(0) ksm(lowess)}
{title:Author}
Nicholas J. Cox, University of Durham, U.K.
n.j.cox@durham.ac.uk
{title:Acknowledgements}
Phil Ender provided very helpful comments.
{title:References}
{p}McCullagh, P. and Nelder, J.A. 1989. {it:Generalized linear models.}
London: Chapman and Hall.
{title:Also see}
{p 1 10}Manual: {hi:[R] regression diagnostics}{p_end}
{p 0 19}On-line: help for {help graph}, {help regdiag}; {help predict}
{p_end}