likelihoodCD: Calculate Conditional Likelihood Displacement

In diagL1: Routines for Fit, Inference and Diagnostics in Linear L1 and LAD Models

Calculate Conditional Likelihood Displacement

Description

Calculate Conditional Likelihood Displacement

Usage

likelihoodCD(model)

Arguments

model

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

Value

Likelihood Displacement

A vector with Likelihood Displacement for each observation.

.

References

Elian, S. N., André, C. D. S. and Narula, S. C. (2000). Influence Measure for the L₁ regression. Communications in Statistics - Theory and Methods, 29(4), 837-849. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/03610920008832518")}.

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)
likelihoodCD(mod1)

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