Influence of Observations on Linear Model
- DESCRIPTION:
-
Gives the statistics used in measuring the influence of the
observations on the original fit.
- USAGE:
-
lm.influence(lm)
- REQUIRED ARGUMENTS:
-
- lm:
-
an lm object, or an object of a class inheriting from "lm".
- VALUE:
-
a list, giving statistics used in measuring the influence of the
observations on the original fit. Suppose the original fit had
n observations and p coefficients.
- coefficients:
-
an n by p matrix of the drop-1 coefficients with the corresponding
observations omitted.
- sigma:
-
a vector of the n corresponding residual standard error estimates.
- hat:
-
the n values in the diagonal of the hat (projection) matrix
for the original fit.
- SEE ALSO:
-
ls.diag
,
lm
,
lm.object
.