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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 ...
Download as PDF; Printable version; ... Cook's distance and DFFITS are conceptually identical and there is a closed ... the possibility of outliers would be assessed ...
Download as PDF; Printable version ... This is an important technique in the detection of outliers. ... Cook's distance – a measure of changes in regression ...
Download as PDF; Printable version; ... Outliers Influential observations ... Cook's distance; References This page was last edited on 29 November 2017, at 18:51 ...
Leverage is closely related to the Mahalanobis distance (proof [4]).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.
Various methods have been proposed for measuring influence. [3] [4] Assume an estimated regression = +, where is an n×1 column vector for the response variable, is the n×k design matrix of explanatory variables (including a constant), is the n×1 residual vector, and is a k×1 vector of estimates of some population parameter .
Download as PDF; Printable version; ... Pages in category "Statistical outliers" ... Cook's distance; D. Dixon's Q test; Dragon king theory; G.
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