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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 ...
This is an important technique in the detection of outliers. ... Cook's distance – a measure of changes in regression coefficients ... Cook, R. Dennis; Weisberg ...
An outlier may be defined as a data point that differs markedly from other observations. [6] [7] ... Cook's distance § Detecting highly influential observations ...
Mahalanobis distance – a measure of leverage of a datum; Partial leverage; Cook's distance – a measure of changes in regression coefficients when an observation is deleted; DFFITS; Outlier – observations with extreme Y values; Degrees of freedom (statistics), the sum of leverage scores
The modified Thompson Tau test is used to find one outlier at a time (largest value of δ is removed if it is an outlier). Meaning, if a data point is found to be an outlier, it is removed from the data set and the test is applied again with a new average and rejection region. This process is continued until no outliers remain in a data set.
Although the raw values resulting from the equations are different, Cook's distance and DFFITS are conceptually identical and there is a closed-form formula to convert one value to the other. [ 3 ] Development
Outliers Influential observations. Leverage (statistics), ... DFFITS; Cook's distance; References This page was last edited on 29 November 2017, at 18:51 (UTC). ...
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