lm.case: case statistics for regression analysis

In HH: Statistical Analysis and Data Display: Heiberger and Holland

case statistics for regression analysis

Description

Case statistics for regression analysis. case.lm calculates the statistics. plot.case plots the cases, one statistic per panel, and illustrates and flags all observations for which the standard thresholds are exceeded. plot.case returns an object with class c("trellis.case", "trellis") containing the plot and the row.names of the flagged observations. The object is printed by a method which displays the set of graphs and prints the list of flagged cases. panel.case is a panel function for plot.case.

Usage

case(fit, ...)
## S3 method for class 'lm'
case(fit, lms = summary.lm(fit), lmi = lm.influence(fit), ...)

## S3 method for class 'case'
plot(x, fit,
          which=c("stu.res","si","h","cook","dffits",
            dimnames(x)[[2]][-(1:8)]),  ##DFBETAS
          between.in=list(y=4, x=9),
          cex.threshold=1.2,
          main.in=list(
            paste(deparse(fit$call), collapse=""),
            cex=main.cex),
          sigma.in=summary.lm(fit)$sigma,
          p.in=summary.lm(fit)$df[1]-1,
          main.cex=NULL,
          ...)

panel.case(x, y, subscripts, rownames, group.names,
           thresh, case.large,
           nn, pp, ss, cex.threshold,
           ...)

Arguments

fit	"lm" object computed with x=TRUE
lms	summary.lm(fit)
lmi	lm.influence(fit)
x	In plot.case, the matrix output from case.lm containing case diagnostics on each observation in the original dataset. In panel.case, the x variable to be plotted
which	In plot.case, the names of the columns of x that are to be graphed.
between.in	between trellis/lattice argument.
cex.threshold	Multiplier for cex for the threshold values.
main.in	main title for xyplot. The default main title displays the linear model formula from fit.
sigma.in	standard error for the fit.
p.in	The number of degrees of freedom associated with the fitted model.
main.cex	cex for main title.
...	other arguments to xyplot
y	the y variable to be plotted.
thresh	Named list of lists. Each list contains the components threshold ($y$-locations where a reference line will be drawn), thresh.label (the right-axis labels for the reference lines), thresh.id (the bounds defining "Noteworthy Observations").
case.large	Named list of "Noteworthy Observations".
nn	Number of rows in original dataset.
pp	The number of degrees of freedom associated with the fitted model.
ss	Standard error for the fit.
subscripts	trellis/lattice argument, position in the reshaped dataset constructed by plot.case before calling xyplot.
rownames	row name in the original data.frame.
group.names	names of the individual statistics.

Details

lm.influence is part of S-Plus and R case.lm and plot.case are based on: Section 4.3.3 "Influence of Individual Obervations in Chambers and Hastie", Statistical Models in S.

Value

case.lm returns a matrix, with one row for each observation in the original dataset. The columns contain the diagnostic statistics: e (residuals), h* (hat diagonals), si* (deleted standard deviation), sta.res (standardized residuals), stu.res* (Studentized deleted resididuals), dffit (difference in fits, change in predicted y when observation i is deleted), dffits* (standardized difference in fits, standardized change in predicted y when observation i is deleted), cook* (Cook's distance), and DFBETAs* (standardized difference in regression coefficients when observation i is deleted, one for each column of the x-matrix, including the intercept).

plot.case returns a c("trellis.case", "trellis") object containing the plot (including the starred columns by default) and also retains the row.names of the flagged observations in the $panel.args.common$case.large component. The print method for the c("trellis.case", "trellis") object prints the graph and the list of flagged observations.

panel.case is a panel function for plot.case.

Author(s)

Richard M. Heiberger <[e-mail]>

References

Heiberger, Richard M. and Holland, Burt (2015). Statistical Analysis and Data Display: An Intermediate Course with Examples in R. Second Edition. Springer-Verlag, New York. https://link.springer.com/book/10.1007/978-1-4939-2122-5

See Also

lm.influence.

Examples

data(kidney)

kidney2.lm <- lm(clearance ~ concent + age + weight + concent*age,
                 data=kidney,
                 na.action=na.exclude)  ## recommended

kidney2.case <- case(kidney2.lm)

## this picture looks much better in portrait, specification is device dependent

plot(kidney2.case, kidney2.lm, par.strip.text=list(cex=.9),
     layout=c(2,3))

HH documentation built on May 29, 2024, 6:24 a.m.