Cook's Distances

0th

Percentile

Cook's Distances for Linear and Generalized Linear Models

This function now simply calls cooks.distance in the base package.

Keywords
models, regression
Usage
cookd(model, ...)
Arguments
model
lm or glm model object.
...
other arguments to be passed to cooks.distance.
Details

Cook's distances for generalized linear models are approximations, as described in Williams (1987) (except that the Cook's distances are scaled as F rather than as chi-square values). This function is retained primarily for consistency with An R and S-PLUS Companion to Applied Regression. Other deletion diagnostics formerly in the car package have been rewritten and moved to the base package; these include influence, rstudent, hatvalues, dfbeta, and dfbetas.

Value

  • cookd returns a vector with one entry for each observation.

References

Cook, R. D. and Weisberg, S. (1984) Residuals and Influence in Regression. Wiley. Fox, J. (1997) Applied Regression, Linear Models, and Related Methods. Sage. Williams, D. A. (1987) Generalized linear model diagnostics using the deviance and single case deletions. Applied Statistics 36, 181--191.

See Also

cooks.distance, influence

Aliases
  • cookd
Examples
data(Duncan)
attach(Duncan)
mod <- lm(prestige ~ income + education)
plot(cookd(mod))
Documentation reproduced from package car, version 1.0-14, License: GPL version 2 or newer

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