Viechtbauer Wolfgang (STAT)
2011-Sep-06 15:31 UTC
[Rd] Generic Functions for dffits and covratio
Dear All,
A while back, I asked about the possibility of adding a generic function for
dffits to stats:
https://stat.ethz.ch/pipermail/r-devel/2011-May/061011.html
I am still hoping that this would be possible. The same also applies to
covratio. Currently, there are no generics for these two functions (while there
are generics for cooks.distance, dfbetas, and a few more).
I think it would be more consistent to have generics for dffits and covratio as
well. This would only require adding those two generics and turning the current
dffits and covatio functions into dffits.default and covratio.default:
dffits <- function(model, ...)
UseMethod("dffits")
covratio <- function(model, ...)
UseMethod("covratio")
dffits.default <- function(model, infl = lm.influence(model, do.coef =
FALSE), res = weighted.residuals(model), ...) {
res <- res * sqrt(infl$hat)/(infl$sigma * (1 - infl$hat))
res[is.infinite(res)] <- NaN
res
}
covratio.default <- function(model, infl = lm.influence(model, do.coef =
FALSE), res = weighted.residuals(model), ...) {
n <- nrow(qr.lm(model)$qr)
p <- model$rank
omh <- 1 - infl$hat
e.star <- res/(infl$sigma * sqrt(omh))
e.star[is.infinite(e.star)] <- NaN
1/(omh * (((n - p - 1) + e.star^2)/(n - p))^p)
}
This would allow package authors to easily add dffits and covratio methods for
models other than lm and glm to their package. Making those substitutions above
in another package is a bit awkward and of course leads to messages about dffits
and covratio being masked.
I hope that there is some interest in this.
Best,
Wolfgang