ls.diag

0th

Percentile

Compute Diagnostics for

Computes basic statistics, including standard errors, t- and p-values for the regression coefficients.

Keywords
regression
Usage
ls.diag(ls.out)
Arguments
ls.out
Typically the result of lsfit()
Value

A list with the following numeric components.

std.dev
The standard deviation of the errors, an estimate of \(\sigma\).
hat
diagonal entries \(h_{ii}\) of the hat matrix \(H\)
std.res
standardized residuals
stud.res
studentized residuals
cooks
Cook's distances
dfits
DFITS statistics
correlation
correlation matrix
std.err
standard errors of the regression coefficients
cov.scaled
Scaled covariance matrix of the coefficients
cov.unscaled
Unscaled covariance matrix of the coefficients

References

Belsley, D. A., Kuh, E. and Welsch, R. E. (1980) Regression Diagnostics. New York: Wiley.

See Also

hat for the hat matrix diagonals, ls.print, lm.influence, summary.lm, anova.

Aliases
  • ls.diag
Documentation reproduced from package stats, version 3.3.3, License: Part of R 3.3.3

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