
These functions implement the general classes of influence measures for multivariate regression models defined in Barrett and Ling (1992), Eqn 2.3, 2.4, as shown in their Table 1.
Jtr(H, Q, a, b, f)Jdet(H, Q, a, b, f)
COOKD(H, Q, n, p, r, m)
DFFITS(H, Q, n, p, r, m)
COVRATIO(H, Q, n, p, r, m)
The scalar result of the computation.
a scalar or
a scalar or
the
the
scaling factor for the
sample size
number of predictor variables
number of response variables
deletion subset size
Michael Friendly
There are two classes of functions, denoted -2, -1, 0
.
They are defined in terms of the submatrices for a deleted index subset
For subset size
For subset size
The functions COOKD
, COVRATIO
, and DFFITS
implement
some of the standard influence measures in these terms for the general cases
of multivariate linear models and deletion of subsets of size m>1
,
but they have not yet been incorporated into our main functions
mlm.influence
and influence.mlm
.
Barrett, B. E. and Ling, R. F. (1992). General Classes of Influence Measures for Multivariate Regression. Journal of the American Statistical Association, 87(417), 184-191.