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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 ...
2 References. Toggle the table of contents ... Cook's distance and DFFITS are conceptually identical and there is a closed-form ... the possibility of outliers would ...
2 Outliers, leverage and influence. 3 See also. ... Cook's D measures the effect of removing a data point on all the ... Cook's distance § Detecting highly ...
A frequent cause of outliers is a mixture of two distributions, which may be two distinct sub-populations, ... using a measure such as Cook's distance. ...
Outliers Influential observations. Leverage (statistics), ... DFFITS; Cook's distance; References This page was last edited on 29 November 2017, at 18:51 (UTC). ...
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 ...
This three-piece set in Valentine pink comes with everything they need for a feast: 12.5-inch dish holds that holds 4 quarts; a 10-inch dish that holds 2.5 quarts; and a 7.5-inch dish that holds 1 ...
This is an important technique in the detection of outliers. ... with expected value 0 and variance σ 2, ... Cook's distance – a measure of changes in regression ...