R devel - Oct 2006 - Cook's Distance in GLM (PR#9316)

Hi Community,

I'm trying to reconcile Cook's Distances computed in glm.  The
following snippet of code shows that the Cook's Distances contours on
the plot of Residuals v Leverage do not seem to be the same as the
values produced by cooks.distance() or in the Cook's Distance against
observation number plot.

counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3,1,9)
treatment <- gl(3,3)
d.AD <- data.frame(treatment, outcome, counts)
glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())

opar <- par(mfrow=c(2,1))
plot(glm.D93, which=c(4,5))
par(opar)

cooks.distance(glm.D93)

The difference is reasonably moderate in this case.  My suspicions
were aroused by a case in which the plot showed five or size points
greater than 1, none of which could be identified in the output of the
function. 
> version  
               _                                          
platform       i386-unknown-freebsd6.1                    
arch           i386                                       
os             freebsd6.1                                 
system         i386, freebsd6.1                           
status         Patched                                    
major          2                                          
minor          4.0                                        
year           2006                                       
month          10                                         
day            03                                         
svn rev        39576                                      
language       R                                          
version.string R version 2.4.0 Patched (2006-10-03 r39576)


Cheers

Andrew

-- 
Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/

A.Robinson at ms.unimelb.edu.au writes:
> Hi Community,
> 
> I'm trying to reconcile Cook's Distances computed in glm.  The
> following snippet of code shows that the Cook's Distances contours on
> the plot of Residuals v Leverage do not seem to be the same as the
> values produced by cooks.distance() or in the Cook's Distance against
> observation number plot.
> 
> counts <- c(18,17,15,20,10,20,25,13,12)
> outcome <- gl(3,1,9)
> treatment <- gl(3,3)
> d.AD <- data.frame(treatment, outcome, counts)
> glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())
> 
> opar <- par(mfrow=c(2,1))
> plot(glm.D93, which=c(4,5))
> par(opar)
> 
> cooks.distance(glm.D93)
> 
> The difference is reasonably moderate in this case.  My suspicions
> were aroused by a case in which the plot showed five or size points
> greater than 1, none of which could be identified in the output of the
> function. 
Hmm, yes. A good guess is that the contour levels need to be modified
by a dispersion factor. The plot is much more consistent with

cooks.distance(glm.D93,dispersion=5.129/4 )

-- 
   O__  ---- Peter Dalgaard             ?ster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907