Comments

Published in Technometrics, 44, 64-71.

Abstract

The DD plot, introduced by Rousseeuw and Van Driessen (1999), is a plot of classical vs robust Mahalanobis distances: MDi vs RDi. The DD plot can be used as a diagnostic for multivariate normality and elliptical symmetry, and to assess the success of numerical transformations towards elliptical symmetry. In the regression context, many procedures can be adversely affected if strong nonlinearities are present in the predictors. Even if strong nonlinearities are present, the robust distances can be used to help visualize important regression models such as generalized linear models.