Cook (1977) distance for a linear model

Usage

CooksD(y, X)

Arguments

y: response, length n
X: design matrix (n x p); no intercept is added

Value

list(d, leverage, residual, std_residual, beta, sigma2, rss, max_d, argmax_d, threshold, p, n)

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
CooksD(V, V)
#> $d
#> [1] 0 0 0 0 0 0 0 0
#> 
#> $leverage
#> [1] 0.004901961 0.019607843 0.044117647 0.078431373 0.122549020 0.176470588
#> [7] 0.240196078 0.313725490
#> 
#> $residual
#> [1] 0 0 0 0 0 0 0 0
#> 
#> $std_residual
#> [1] 0 0 0 0 0 0 0 0
#> 
#> $beta
#> [1] 1
#> 
#> $sigma2
#> [1] 0
#> 
#> $rss
#> [1] 0
#> 
#> $max_d
#> [1] 0
#> 
#> $argmax_d
#> [1] 0
#> 
#> $threshold
#> [1] 0.5
#> 
#> $p
#> [1] 1
#> 
#> $n
#> [1] 8
#> 
#> $method
#> [1] "Cook (1977) distance, D_i = e_i^2 h_ii / (p s^2 (1 - h_ii)^2)"
#>