| dffits.brma | R Documentation |
Computes DFFITS (Difference in FITS, standardized) for a
fitted brma object. DFFITS measures how much the fitted value for observation
i changes if observation i is removed, standardized by the
estimated standard error of the fit.
## S3 method for class 'brma'
dffits(model, ...)
model |
a fitted normal-outcome |
... |
additional arguments (currently ignored). |
DFFITS values are computed as a PSIS leave-one-out deletion diagnostic. For
each observation i, the leave-one-out posterior mean fitted value at
that observation is estimated with normalized PSIS weights and compared to
the full-posterior fitted value:
DFFITS_i =
\frac{\hat{\mu}_i - \hat{\mu}_{i(-i)}}{SD_{(-i)}(\mu_i)}
This targets deletion influence on fitted values directly. It does not use LOO-PIT residuals, which are predictive outlier diagnostics rather than fitted-value deletion diagnostics.
Estimate-unit LOO must first be computed with
model <- add_loo(model, unit = "estimate"). If the leave-one-out
posterior SD of a fitted value is near zero, the corresponding DFFITS value
is returned as NA.
A named numeric vector of DFFITS values, one for each observation.
influence.brma, cooks.distance.brma, hatvalues.brma
## Not run:
if (requireNamespace("metadat", quietly = TRUE)) {
data(dat.lehmann2018, package = "metadat")
fit <- bPET(yi = yi, vi = vi, data = dat.lehmann2018, measure = "SMD")
fit <- add_loo(fit)
dffits(fit)
}
## End(Not run)
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