CookDistance: Calculate Cook Distance
In diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models

CookDistance

R Documentation

Calculate Cook Distance

Description

Calculate Cook Distance

Usage

CookDistance(model)

Arguments

model

Object returned from regL1 representing the fit of the L1 model.

Value

Cook Distance

A vector with Cook Distance for each observation.

References

Sun, R.-B. and Wei, B.-C. (2004). On influence assessment for lad regression. Statistics & Probability Letters, 67, 97-110. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.spl.2003.08.018")}.

Examples

set.seed(123)
x = matrix(rnorm(100), ncol = 2)
y = x[, 1] + x[, 2] + rlaplace(50, 0, 5)

# Fits a linear regression L1 model
mod1 = regL1(y ~ x)
CookDistance(mod1)

diagL1 documentation built on May 29, 2024, 10:56 a.m.