![]() ![]() Construct a scatter plot of Y residuals and X residuals.Regress X on all the other variables included in the model ( X residuals).Regress Y on all variables other than X and store the residuals ( Y residuals).Steps to construct an added variable plot: Let the response variable of the model be Y Let us assume we want to test the effect of adding/removing variable X from a model. The plot can be constructed for each predictor variable. It enables us to visualize the regression coefficient of a new variable being considered to be included in a model. The added variable plot was introduced by Mosteller and Tukey (1977). It shows the marginal importance of the variable in reducing the residual variability. Added variable plot provides information about the marginal importance of a predictor variable \(X_\), given the other predictor variables already in the model. ![]()
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