olsrr (version 0.4.0)

ols_dffits_plot: DFFITS Plot

Description

Plot for detecting influential observations using DFFITs.

Usage

ols_dffits_plot(model)

Arguments

model

an object of class lm

Value

ols_dffits_plot returns a list containing the following components:

outliers

a tibble with observation number and DFFITs that exceed threshold

threshold

threshold for classifying an observation as an outlier

Details

DFFIT - difference in fits, is used to identify influential data points. It quantifies the number of standard deviations that the fitted value changes when the ith data point is omitted.

Steps to compute DFFITs:

• Delete observations one at a time.

• Refit the regression model on remaining \(n - 1\) observations

• examine how much all of the fitted values change when the ith observation is deleted.

An observation is deemed influential if the absolute value of its DFFITS value is greater than: $$2\sqrt(p + 1) / (n - p -1)$$

where n is the number of observations and p is the number of predictors including intercept.

References

Belsley, David A.; Kuh, Edwin; Welsh, Roy E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. Wiley Series in Probability and Mathematical Statistics. New York: John Wiley & Sons. ISBN 0-471-05856-4.

Examples

# NOT RUN {
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_dffits_plot(model)
# }