ls.diag: Compute Diagnostics for lsfit Regression Results
Description
Computes basic statistics, including standard errors, t- and p-values
for the regression coefficients.
Arguments
ls.out
Typically the result of lsfit() Value
A list with the following numeric components.
- std.dev
- The standard deviation of the errors, an estimate of
$\sigma$.
- hat
- diagonal entries $h_{ii}$ of the hat matrix $H$
- std.res
- standardized residuals
- stud.res
- studentized residuals
- cooks
- Cook's distances
- dfits
- DFITS statistics
- correlation
- correlation matrix
- std.err
- standard errors of the regression coefficients
- cov.scaled
- Scaled covariance matrix of the coefficients
- cov.unscaled
- Unscaled covariance matrix of the coefficients
References
Belsley, D. A., Kuh, E. and Welsch, R. E. (1980)
Regression Diagnostics.
New York: Wiley.