= Residual plot
A residual plot displays <regression residuals> against fitted responses, predictor values or observation order. Curvature can suggest an incorrect <regression function>; changing spread can suggest unequal error <variances>; ordered runs can suggest dependence. A plot is a diagnostic, not a proof of <independence>. Dependence confined to higher <moments>, as for <adjacent products of independent Gaussian variables>, may call for lagged squared <regression residuals> rather than a basic scatter plot. Fitting also induces dependence among <regression residuals> even under independent original errors.
Back to article page
