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Assumptions of the Multiple Regression Model

Statistics • Multiple Regression

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This diagnostics dashboard helps you check multiple regression assumptions using residual plots and summary flags: linearity, normality, constant variance, independence, multicollinearity (VIF), and influential points (leverage & Cook’s distance).

1) Data input

No data loaded

Tip: include an optional order column (time/index) if you want Durbin–Watson for independence.

2) Column picker

Detect columns to choose predictors.

3) Diagnostics options

Notes: heuristics are intentionally simple. Use the plots to confirm whether the warnings represent meaningful violations.

Ready
Diagnostics panel
Look for randomness around 0 (linearity). Systematic curves or waves suggest nonlinearity.
Points close to the line indicate approximate normality. Tail bends suggest heavy tails or outliers.
Scale–Location: √|residual| vs fitted. A flat band suggests constant variance; a fan shape suggests heteroscedasticity.
Leverage vs residuals. Cook’s distance contours highlight observations that strongly influence the fit.
Predictor correlation heatmap. Strong |correlation| can indicate multicollinearity and large VIF.

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Frequently Asked Questions

Which multiple regression assumptions does this calculator check?

It checks linearity (residuals vs fitted), normality (Q-Q plot), constant variance (scale-location), independence (Durbin-Watson when an order variable is provided), multicollinearity (correlation heatmap and VIF), and influential points (leverage and Cook's distance).

How do I enable the Durbin-Watson test for independence?

Provide a column that represents the observation order (time, index, or trial number) and select it as the Order variable. Without an order variable, the calculator cannot compute the Durbin-Watson check.

What is the difference between standardized and studentized residuals?

Standardized residuals scale residuals by an overall estimate of error spread, while studentized residuals adjust using a leave-one-out type scaling and are often more sensitive to outliers. Both are used for diagnostics and can highlight unusual observations.

What does VIF mean and when is it a problem?

VIF (variance inflation factor) measures how much a predictor's coefficient variance is inflated by multicollinearity with other predictors. Large VIF values suggest strong redundancy among predictors and unstable coefficient estimates.

Why were some rows removed before the diagnostics were computed?

Rows with missing or non-numeric values in the selected response, predictors, or order column are removed automatically. This ensures the regression and diagnostics are computed on a consistent numeric dataset.