Compute leverage and influence diagnostics

Hat-matrix diagonal, Cook's distance (stats::cooks.distance is preferred for fitted lms; this function works straight from X, y, and a fitted y_hat), DFFITS, DFBETAS, and COVRATIO.

Usage

compute_influence(y, X, y_hat = NULL)

Arguments

y

Response vector.

X

Design matrix.

y_hat

Optional fitted values (OLS is used if NULL).

Value

A morie_influence_diagnostics list.