Regression Deletion Diagnostics for Multivariate Linear Models
are designed as extractor functions for regression deletion
diagnostics for multivariate linear models following Barrett & Ling (1992).
These are close analogs of
methods for univariate and generalized linear models handled by the
influence.measures in the
In addition, the functions provide diagnostics for deletion of
subsets of observations of size
1 2 3 4 5
logical. Should the coefficients be returned in the
Size of the subsets for deletion diagnostics
An influence structure, of class
Other arguments, passed on
m=1, these functions return a vector, corresponding to the observations
in the data set.
m>1, they return a list of m \times m matrices,
corresponding to deletion of subsets of size
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.
1 2 3 4 5 6 7
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.