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In statistics, Cook's distance or Cook's D is a commonly used estimate of the influence of a data point when performing a least-squares regression analysis. [1] In a practical ordinary least squares analysis, Cook's distance can be used in several ways: to indicate influential data points that are particularly worth checking for validity; or to indicate regions of the design space where it ...
It's the third equation that's incorrect: the denominator should be p s^2, not (1+p) s^2. Primrose61 18:52, 11 November 2013 (UTC) []. The denumerator in the second equation should be p * s^2, and in the terms of MSE, s^2 = MSE * n / (n - p), where n is the number of observations, and p is the number of parameters, so the whole equation should be:
where m is the number of parameters in the model (2 in our example). But if the i th case is suspected of being improbably large, then it would also not be normally distributed. Hence it is prudent to exclude the i th observation from the process of estimating the variance when one is considering whether the i th case may be an outlier, and ...
Specifically, for some matrix , the squared Mahalanobis distance of (where is row of ) from the vector of mean ^ = = of length , is () = (^) (^), where = is the estimated covariance matrix of 's. This is related to the leverage h i i {\displaystyle h_{ii}} of the hat matrix of X {\displaystyle \mathbf {X} } after appending a column vector of 1 ...
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Flight distance of 290 miles, in under 4 hours. [6] 1 January 1975 First balloon Roland Parsons and Rex Brereton [7] Cameron Model O-77 Westwind Cape Jackson, Marlborough Whitby, Porirua: 28 September 1980 First inverted Kurt Maluschnig Pitts S-1D: Double crossing, flying inverted from the time he crossed the North Island coastline till his ...
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