# lm.case

##### case statistics for regression analysis

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`

.

- Keywords
- hplot, regression

##### 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(r=1.2, s=1.6),
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,
par.settings, ## R only. S-Plus ignores this argument
obs.large, obs.large.env,
...)
```

##### Arguments

- fit
`"lm"`

object computed with`x=TRUE`

- 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.
- 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

##### 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*.

##### 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.

##### 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, x=TRUE) ## the lm object must be computed with x=TRUE
kidney2.case <- lm.case(kidney2.lm)
## this picture looks much better in portrait, specification 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
```

*Documentation reproduced from package HH, version 2.1-29, License: GPL (>= 2)*