ls.diag

0th

Percentile

Compute Diagnostics for lsfit Regression Results

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
Examples
library(stats) # NOT RUN { utils::example("lm", echo = FALSE) ##-- Using the same data as the lm(.) example: lsD9 <- lsfit(x = as.numeric(gl(2, 10, 20)), y = weight) dlsD9 <- ls.diag(lsD9) utils::str(dlsD9, give.attr = FALSE) abs(1 - sum(dlsD9$hat) / 2) < 10*.Machine$double.eps # sum(h.ii) = p plot(dlsD9$hat, dlsD9$stud.res, xlim = c(0, 0.11)) abline(h = 0, lty = 2, col = "lightgray") # }
Documentation reproduced from package stats, version 3.5.0, License: Part of R 3.5.0

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