search for: 27s_distance

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2013 Mar 12
1
Cook's distance
Dear useRs, I have some trouble with the calculation of Cook's distance in R. The formula for Cook's distance can be found for example here: http://en.wikipedia.org/wiki/Cook%27s_distance I tried to apply it in R: > y <- (1:400)^2 > x <- 1:100 > lm(y~x) -> linmod # just for the sake of a simple example > linmod$residuals[1]^2/(2*mean(linmod$residuals^2))*(hatvalues(linmod)[1]/(1-hatvalues(linmod)[1])^2) 1 0.02503195 > cooks.distance(linmod)[1]...