Regression - Save Variable(s) - Residuals

Creates a new variablevariable containing residual values for each case in the data from a model (e.g., from Regression - Linear Regressionlinear regression). Observations with missing values in the predictors are not fitted.

Output

Running this QScript will produce a new variablevariable, which will appear in your data setdata set for use in further analyses.

Technical details

The residuals are the difference between the Regression - Save Variable(s) - Predicted Valuespredicted values and the observed values. For many models, this differs from the resid method from R. Unlike the defaults in most R packages, this implementation assigns predicted values for observations not in the estimation sample.

References

Bock, T. (2018, August 3) What are Residuals? [Blog post]. Accessed from https://www.displayr.com/learn-what-are-residuals/.

Code

includeWeb('QScript R Output Functions');

saveVariables('Residuals', 'Regression', 'resid(', ')', null, null, 'resid.val', 'Regression');