方法证据记录
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.
源记录
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Regression Influence Diagnostics (Cook's Distance, DFFITS, Leverage)
分类方法记录 · 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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