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Influence Diagnostics

Influence diagnostics are a family of post-fit measures that quantify how much each single observation affects a fitted regression. Cook's distance was introduced by R. Dennis Cook in 1977, with leverage and DFFITS formalised by Belsley, Kuh and Welsch in 1980, to flag the observations that most strongly pull the estimated coefficients.

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Regression Influence Diagnostics (Cook's Distance, DFFITS, Leverage)

Registre de mètode taxonòmic · regression-model / statistics

Cook, R. D. (1977). Detection of Influential Observations in Linear Regression. Technometrics, 19(1), 15-18. · DOI 10.1080/00401706.1977.10489493
Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. Wiley. · ISBN 978-0471058564

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