rrr.cookD {rrpack}

Cook's distance in reduced-rank regression for model diagnostics

Description

Compute Cook's distance for model diagnostics in rrr estimation.

Usage

rrr.cookD(Y, X = NULL, nrank = 1, qr.tol = 1e-07)

Arguments

Y

response matrix

X

covariate matrix

nrank

model rank

qr.tol

tolerance

Value

a list containing diagnostics measures

References

Chen, K. Model diagnostics in reduced-rank estimation. Statistics and Its interface, 9, 469–484.