---- Original message ----
>I was trying to explain my use of residual diagnostic plots to a
>colleague when I realized that I do not have a handle on the use
>of the 'Response vs Fitted Values' plot.
In simple linear regression, the plot of y ~ y.hat is essentially the same
as y ~ x, because y.hat = a + b*x is a rescaling of x.
In multiple regression, the plot of y ~ y.hat is an illustration of multiple
R^2,
the proportion of variability explained by the model,
because the correlation of y and y.hat is exactly R.
My book
Statistical Analysis and Data Display
An Intermediate Course
with examples in S-Plus, R, and SAS
Series : Springer Texts in Statistics
Heiberger, Richard M., Holland, Burt
2004, 754 p., Hardcover
ISBN: 0-387-40270-5
with online files at http://springeronline.com/0-387-40270-5
has a very complete discussion of all six of the standard linear model
diagnostic plots.
Rich
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