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Regression experts consistently recommend plotting residuals for modeldiagnosis, despite the availability of many numerical hypothesis testprocedures designed to use residuals to assess problems with a model fit. Herewe provide evidence for why this is good advice using data from a visualinference experiment. We show how conventional tests are too sensitive, whichmeans that too often the conclusion would be that the model fit is inadequate.The experiment uses the lineup protocol which puts a residual plot in thecontext of null plots. This helps generate reliable and consistent reading ofresidual plots for better model diagnosis. It can also help in an obversesituation where a conventional test would fail to detect a problem with a modeldue to contaminated data. The lineup protocol also detects a range ofdepartures from good residuals simultaneously.

A Plot is Worth a Thousand Tests: Assessing Residual Diagnostics with the Lineup Protocol