cooks.distance.kspm {KSPM} | R Documentation |
Cook's distance for a Kernel Semi Parametric Model Fit
Description
Computes the Cook's distance method for an object of class "kspm".
Usage
## S3 method for class 'kspm'
cooks.distance(model, ...)
Arguments
model |
an model of class "kspm", usually, a result of a call to |
... |
furter arguments passed to or from other methods (currently unused). |
Details
Cook's distance values (C_i
) are computed as follows: C_i = \frac{e_i^2 h_{ii}}{\hat{\sigma}^2 tr(H) (1-h_{ii})^2}
where e_i is the residual of subject i, h_ii is the i th diagonal element of Hat matrix H corresponding to the leverage associated with subject i and tr(H) is the trace of the Hat matrix H.
Value
A vector containing Cook's distance values.
Author(s)
Catherine Schramm, Aurelie Labbe, Celia Greenwood
See Also
kspm for fitting model, residuals.kspm, rstandard.kspm, plot.kspm.
[Package KSPM version 0.2.1 Index]