lm.influence(lm.obj)
lm.obj
|
an object as returned by lm.
|
The functions listed below give a more direct way of computing a variety of regression diagnostics.
hat
| a vector containing the diagonal of the ``hat'' matrix. |
coefficients
| the change in the estimated coefficients which results when the i-th case is dropped from the regression is contained in the i-th row of this matrix. |
sigma
| a vector whose i-th element contains the estimate of the residual standard deviation obtained when the i-th case is dropped from the regression. |
coefficients returned by the R version
of lm.influence differ from those computed by S.
Rather than returning the coefficients which result
from dropping each case, we return the changes in the coefficients.
This is more directly useful in many diagnostic measures.
Note that cases with weights == 0 are dropped.
summary.lm for summary and related methods;
influence.measures,
hat for the hat matrix diagonals,
dfbetas,
dffits,
covratio,
cooks.distance,
lm.
## Analysis of the life-cycle savings data given in Belsley, Kuh
## and Welsch.
data(LifeCycleSavings)
summary(lm.SR <- lm(sr ~ pop15 + pop75 + dpi + ddpi,
data = LifeCycleSavings),
corr = TRUE)
rstudent(lm.SR)
dfbetas(lm.SR)
dffits(lm.SR)
covratio(lm.SR)