lm.case

From HH v3.1-8 by Richard Heiberger

case statistics for regression analysis

Case statistics for regression analysis. case.lm 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

case(fit, ...)
## S3 method for class 'lm':
case(fit, lms = summary.lm(fit), lmi = lm.influence(fit), ...)

## S3 method for class 'case':
plot(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 case.lm 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 case.lm and plot.case are based on: Section 4.3.3 "Influence of Individual Obervations in Chambers and Hastie", Statistical Models in S.

Value

case.lm 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.

Examples

data(kidney)

kidney2.lm <- lm(clearance ~ concent + age + weight + concent*age,
                 data=kidney,
                 na.action=na.exclude,  ## recommended
                 x=TRUE)  ## the lm object must be computed with x=TRUE

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

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

Documentation reproduced from package HH, version 3.1-8, License: GPL (>= 2)

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