RESIDUALS Subcommand (REGRESSION command)

RESIDUALS controls the display and labeling of summary information on outliers as well as the display of the PRESS and Durbin-Watson statistics and histograms and normal probability plots for the temporary variables.

  • If RESIDUALS is specified without keywords, it displays a histogram of residuals, a normal probability plot of residuals, the values of $CASENUM and ZRESID for the 10 cases with the largest absolute value of ZRESID, the PRESS statistic and the Durbin-Watson test statistic. The histogram and the normal plot are standardized.
  • If any keywords are specified on RESIDUALS, only the requested information and plots are displayed.

DEFAULTS. PRESS, DURBIN, NORMPROB(ZRESID), HISTOGRAM(ZRESID), OUTLIERS(ZRESID). These are the defaults if RESIDUALS is used without specifications.

HISTOGRAM(tempvars). Histogram of the temporary variable or variables. The default is ZRESID. You can request histograms for PRED, RESID, ZPRED, DRESID, ADJPRED, SRESID, SDRESID, SEPRED, MAHAL, COOK, and LEVER. The specification of any other temporary variable will result in an error.

NORMPROB(tempvars). Normal probability (P-P) plot. The default is ZRESID. The other temporary variables for which normal probability plots are available are PRED, RESID, ZPRED, DRESID, SRESID, and SDRESID. The specification of any other temporary variable will result in an error. Normal probability plots are always displayed in standardized form; therefore, when PRED, RESID, or DRESID is requested, the standardized equivalent ZPRED, ZRESID or SDRESID is displayed.

OUTLIERS(tempvars). The 10 cases with the largest absolute values of the specified temporary variables. The default is ZRESID. The output includes the values of $CASENUM and of the temporary variables for the 10 cases. The other temporary variables available for OUTLIERS are RESID, SRESID, SDRESID, DRESID, MAHAL, and COOK. The specification of any temporary variable other than these will result in an error.

PRESS. Displays the PRESS statistic in the Model Summary table.

DURBIN. Displays Durbin-Watson test statistic in the Model Summary table.

ID(varname). ID variable providing case labels for use with point selection mode in the Chart Editor. Applicable to scatterplots produced by SCATTERPLOT, PARTIALPLOT, and RESIDUALS. Any variable in the active dataset can be named.

SEPARATE. Separate reporting of residuals statistics and plots for selected and unselected cases. This is the default.

POOLED. Pooled plots and statistics using all cases in the working file when the SELECT subcommand is in effect. This is an alternative to SEPARATE.

Example

 /RESID=DEFAULT ID(SVAR)
  • DEFAULT produces the default residuals statistics: PRESS and Durbin-Watson statistics, a normal probability plot and histogram of ZRESID, and an outlier listing for ZRESID
  • Descriptive statistics for ZRESID, RESID, PRED, and ZPRED are automatically displayed.
  • SVAR is specified as the case identifier on the outlier output.