search for: outier

...ortran programmer I am not, but tracing through the code it looks like perhaps some sort of correction based on the notion of 'leave-one-out' variance is being applied. Whatever the difference, in simulations 'hatvalues' appears to perform much better in the context of identifying outiers using Cook's Distance than the diagonals of the plain vanilla hat matrix. (As in http://en.wikipedia.org/wiki/Cook's_distance). Would prefer to understand a little more when using this method. I have downloaded the freely available references cited in the help and am in the process of dig...