HH (version 1.5)

lm.case: case statistics for regression analysis

Description

Case statistics for regression analysis. lm.case calculates the statistics. plot.case plots the cases, one statistic per panel, and illustrates and itemizes all observations for which the standard thresholds are exceeded. plot.case returns a "trellis" object containing the plot and also places the row.names of the flagged observations in the variable .lm.case.large. panel.case is a panel function for plot.case.

Usage

lm.case(fit, lms = summary.lm(fit), lmi = lm.influence(fit))

plot.case(x, fit,
          which=c("stu.res","si","h","cook","dffits",
            dimnames(x)[[2]][-(1:8)]),  ##DFBETAS
          between.in=list(y=4, x=9),
          oma=c(0,0,0,4), cex.threshold=if.R(s=2, r=1.2),
          main.in=list(
            paste(deparse(fit$call), collapse=""),
            cex=main.cex),
          sigma.in=summary.lm(fit)$sigma,
          p.in=summary.lm(fit)$df[1]-1,
          obs.large=".lm.case.large",
          obs.large.env=if.R(r=globalenv(), s=0),
          main.cex=NULL,
          ...)

panel.case(x, y, subscripts, rownames, group.names,
           nn, pp, ss, cex.threshold,
           panel.number, ## R only. S-Plus ignores this argument
           par.settings, ## R only. S-Plus ignores this argument
           obs.large, obs.large.env,
           ...)

Arguments

fit

"lm" object

lms

summary.lm(fit)

lmi

lm.influence(fit)

x

In plot.case, the matrix output from lm.case containing case diagnostics on each observation in the original dataset. In panel.case, the x variable to be plotted

which

In plot.case, the names of the columns of x that are to be graphed.

between.in

between trellis/lattice argument.

oma

In S-Plus, change par()$oma to make room for the threshold values. A warning is printed when par()$oma is changed as the delayed printing of trellis objects implies we can't return it to the original value automaticall

cex.threshold

Multiplier for cex for the threshold values.

main.in

main title for xyplot. The default main title displays the linear model formula from fit.

sigma.in

standard error for the fit.

p.in

The number of degrees of freedom associated with the fitted model.

obs.large

Object name where the names of all observations for which the standard thresholds are exceeded will be stored. The default name is .lm.case.large.

obs.large.env

Frame in S-Plus (defaults to 0) and environment in R (defaults to globalenv()) where obs.large will be stored.

main.cex

cex for main title.

...

other arguments to xyplot

y

the y variable to be plotted.

nn

number of rows in original dataset.

pp

The number of degrees of freedom associated with the fitted model.

ss

standard error for the fit.

subscripts

trellis/lattice argument, position in the reshaped dataset constructed by plot.case before calling xyplot.

rownames

row name in the original data.frame.

group.names

names of the individual statistics.

panel.number

R only, which panel are we in? Ignored in S-Plus.

par.settings

Used in R as part of the call to xyplot. Although this argument is not used in the panel function, it is needed as a formal argument in S-Plus to absorb it out of ... and thereby prevent it from being forwarded to

Value

• lm.case returns a matrix, with one row for each observation in the original dataset. The columns contain the diagnostic statistics: e (residuals), h* (hat diagonals), si* (deleted standard deviation), sta.res (standardized residuals), stu.res* (Studentized deleted resididuals), dffit (difference in fits, change in predicted y when observation i is deleted), dffits* (standardized difference in fits, standardized change in predicted y when observation i is deleted), cook* (Cook's distance), and DFBETAs* (standardized difference in regression coefficients when observation i is deleted, one for each column of the x-matrix, including the intercept). plot.case returns a "trellis" object containing the plot (including the starred columns by default) and also places the row.names of the flagged observations in the variable .lm.case.large. The variable .lm.case.large is placed by default into frame 0 in S-Plus and into globalenv() in R. panel.case is a panel function for plot.case. The variable .lm.case.large is created one column at a time inside the panel function.

Details

lm.influence is part of S-Plus and R lm.case and plot.case are based on: Section 4.3.3 "Influence of Individual Obervations in Chambers and Hastie", Statistical Models in S.

References

Heiberger, Richard~M. and Holland, Burt (2004b). Statistical Analysis and Data Display: An Intermediate Course with Examples in S-Plus, R, and SAS. Springer Texts in Statistics. Springer. ISBN 0-387-40270-5.

See Also

lm.influence in R, lm.influence in S-Plus.

Examples

kidney <- read.table(hh("datasets/kidney.dat"), header=TRUE)

kidney2.lm <- lm(clearance ~ concent + age + weight + concent*age,
                    data=kidney)

kidney2.case <- lm.case(kidney2.lm)

## this picture looks much better in portrait, spcification is device dependent
## trellis.device(postscript, horizontal=TRUE)  ## postscript
## trellis.device(orientation="portrait")       ## S-Plus graphsheet

plot.case(kidney2.case, kidney2.lm, par.strip.text=list(cex=.9),
          layout=c(2,3))

.lm.case.large ## file placed by default into frame 0 in S-Plus
               ## and into globalenv() in R