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 kspm.

...

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]