An R Introduction to Statistics

Standardized Residual

The standardized residual is the residual divided by its standard deviation.

Standardized Residual =----------Residual-----------
                       Standard Deviation of Residual


Plot the standardized residual of the simple linear regression model of the data set faithful against the independent variable waiting.


We apply the lm function to a formula that describes the variable eruptions by the variable waiting, and save the linear regression model in a new variable eruption.lm. Then we compute the standardized residual with the rstandard function.

> eruption.lm = lm(eruptions ~ waiting, data=faithful) 
> eruption.stdres = rstandard(eruption.lm)

We now plot the standardized residual against the observed values of the variable waiting.

> plot(faithful$waiting, eruption.stdres, 
+     ylab="Standardized Residuals", 
+     xlab="Waiting Time", 
+     main="Old Faithful Eruptions") 
> abline(0, 0)                  # the horizon



Further detail of the rstandard function can be found in the R documentation.

> help(rstandard)