### Name: influence.measures ### Title: Regression Deletion Diagnostics ### Aliases: influence.measures print.infl summary.infl hat hatvalues ### hatvalues.lm rstandard rstandard.lm rstandard.glm rstudent ### rstudent.lm rstudent.glm dfbeta dfbeta.lm dfbetas dfbetas.lm dffits ### covratio cooks.distance cooks.distance.lm cooks.distance.glm ### Keywords: regression ### ** Examples require(graphics) ## Analysis of the life-cycle savings data ## given in Belsley, Kuh and Welsch. lm.SR <- lm(sr ~ pop15 + pop75 + dpi + ddpi, data = LifeCycleSavings) inflm.SR <- influence.measures(lm.SR) which(apply(inflm.SR$is.inf, 1, any)) # which observations 'are' influential summary(inflm.SR) # only these inflm.SR # all plot(rstudent(lm.SR) ~ hatvalues(lm.SR)) # recommended by some ## The 'infl' argument is not needed, but avoids recomputation: rs <- rstandard(lm.SR) iflSR <- influence(lm.SR) identical(rs, rstandard(lm.SR, infl = iflSR)) ## to "see" the larger values: 1000 * round(dfbetas(lm.SR, infl = iflSR), 3) ## Huber's data [Atkinson 1985] xh <- c(-4:0, 10) yh <- c(2.48, .73, -.04, -1.44, -1.32, 0) summary(lmH <- lm(yh ~ xh)) (im <- influence.measures(lmH)) plot(xh,yh, main = "Huber's data: L.S. line and influential obs.") abline(lmH); points(xh[im$is.inf], yh[im$is.inf], pch=20, col=2) ## Irwin's data [Williams 1987] xi <- 1:5 yi <- c(0,2,14,19,30) # number of mice responding to does xi mi <- rep(40, 5) # number of mice exposed summary(lmI <- glm(cbind(yi, mi -yi) ~ xi, family = binomial)) signif(cooks.distance(lmI), 3)# ~= Ci in Table 3, p.184 (imI <- influence.measures(lmI)) stopifnot(all.equal(imI$infmat[,"cook.d"], cooks.distance(lmI)))