GLM influence measures {brainGraph} | R Documentation |
Influence measures for a bg_GLM object
Description
These functions compute common (leave-one-out) diagnostics for the models in
a bg_GLM
object.
Usage
## S3 method for class 'bg_GLM'
rstandard(model, type = c("sd.1", "predictive"), ...)
## S3 method for class 'bg_GLM'
rstudent(model, ...)
## S3 method for class 'bg_GLM'
hatvalues(model, ...)
## S3 method for class 'bg_GLM'
cooks.distance(model, ...)
dffits.bg_GLM(model)
## S3 method for class 'bg_GLM'
dfbeta(model, ...)
## S3 method for class 'bg_GLM'
dfbetas(model, ...)
covratio.bg_GLM(model)
## S3 method for class 'bg_GLM'
influence(model, do.coef = TRUE, region = NULL, ...)
Arguments
model |
A |
type |
The type of standardized residuals. Default: |
... |
Unused |
do.coef |
Logical indicating whether to calculate |
region |
Character string of the region(s) to return results for. Default is to calculate for all regions |
Details
The influence
method calculates all diagnostics present in
lm.influence
and
influence.measures
, consisting of the following
functions:
- rstandard
Standardized residuals. Choosing
type='predictive'
returns leave-one-out cross validation residuals. The “PRESS” statistic can be calculated ascolSums(resids.p^2)
- rstudent
Studentized residuals
- hatvalues
The leverage, or the diagonal of the hat/projection matrix
- cooks.distance
Cook's distance
- dffits.bg_GLM
The change in fitted values when deleting observations
- dfbeta
The change in parameter estimates (coefficients) when deleting observations
- dfbetas
The scaled change in parameter estimates
- covratio.bg_GLM
The covariance ratios, or the change in the determinant of the covariance matrix of parameter estimates when deleting observations
Value
Most influence functions return a numeric matrix in which rownames
are Study ID's and column names are regions. dfbeta
and
dfbetas
return a numeric array in which each column is a parameter
estimate and the 3rd dimension is for each region. influence
returns
a list with class infl.bg_GLM
and elements:
infmat |
Numeric array (like |
is.inf |
Logical array of the same data as |
f |
The model formula |
sigma |
The leave-one-out residual standard deviation |
wt.res |
Model residuals |
Outlier values
Each variable has a different criterion for determining outliers. In the
following: x
is the influence variable (for DFBETA
, the
criterion applies to all DFBETAs); k
is the number of columns of the
design matrix; dfR
is the residual degrees of freedom; and n
is
the number of observations.
- DFBETAs
If
|x| > 1
- DFFITs
If
|x| > 3 \sqrt{k / dfR}
- covratio
If
|1 - x| > (3k / dfR)
- cook
If
F_{k, dfR}(x) > 0.5
- hat
If
x > 3k / n
The return object of influence
has a print
method which will
list the subjects/variables/regions for which an outlier was detected.
Author(s)
Christopher G. Watson, cgwatson@bu.edu