mlm.influence: Calculate Regression Deletion Diagnostics for Multivariate...

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/mlm.influence.R

Description

mlm.influence is the main computational function in this package. It is usually not called directly, but rather via its alias, influence.mlm, the S3 method for a mlm object.

Usage

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mlm.influence(model, do.coef = TRUE, m = 1, ...)

Arguments

model

An mlm object, as returned by lm

do.coef

logical. Should the coefficients be returned in the inflmlm object?

m

Size of the subsets for deletion diagnostics

...

Further arguments passed to other methods

Details

The computations and methods for the m=1 case are straight-forward, as are the computations for the m>1 case. Associated methods for m>1 are still under development.

Value

mlm.influence returns an S3 object of class inflmlm, a list with the following components

m

Deletion subset size

H

Hat values, H_I. If m=1, a vector of diagonal entries of the ‘hat’ matrix. Otherwise, a list of m \times m matrices corresponding to the subsets.

Q

Residuals, Q_I.

CookD

Cook's distance values

L

Leverage components

R

Residual components

subsets

Indices of the observations in the subsets of size m

labels

Observation labels

call

Model call for the mlm object

Beta

Deletion regression coefficients– included if do.coef=TRUE

Author(s)

Michael Friendly

References

Barrett, B. E. and Ling, R. F. (1992). General Classes of Influence Measures for Multivariate Regression. Journal of the American Statistical Association, 87(417), 184-191.

Barrett, B. E. (2003). Understanding Influence in Multivariate Regression. Communications in Statistics – Theory and Methods, 32, 3, 667-680.

See Also

influencePlot.mlm, ~~~

Examples

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Rohwer2 <- subset(Rohwer, subset=group==2)
rownames(Rohwer2)<- 1:nrow(Rohwer2)
Rohwer.mod <- lm(cbind(SAT, PPVT, Raven) ~ n+s+ns+na+ss, data=Rohwer2)
Rohwer.mod
influence(Rohwer.mod)

# Sake data
Sake.mod <- lm(cbind(taste,smell) ~ ., data=Sake)
influence(Sake.mod)

mvinfluence documentation built on May 29, 2017, 11:35 a.m.