R help - Nov 2009 - dfbetas vs dfbeta

Hi, I've looked around but can't find a clear answer to the difference
for
these two? Any help?

Thanks!
-- 
View this message in context:
http://old.nabble.com/dfbetas-vs-dfbeta-tp26331704p26331704.html
Sent from the R help mailing list archive at Nabble.com.

alphaace wrote:
> Hi, I've looked around but can't find a clear answer to the
difference for
> these two? Any help?
> 
> Thanks!
One is a scaled version of the other, at least for lm objects:

 > stats:::dfbetas.lm
function (model, infl = lm.influence(model, do.coef = TRUE),
     ...)
{
     xxi <- chol2inv(model$qr$qr, model$qr$rank)
     dfbeta(model, infl)/outer(infl$sigma, sqrt(diag(xxi)))
}

so it is essentially dividing by s.e.(beta), except that it uses 
infl$sigma which AFAICS is the leave-one-out residual sd.

-- 
    O__  ---- Peter Dalgaard             ?ster Farimagsgade 5, Entr.B
   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
  (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)              FAX: (+45) 35327907