Class LMDiagnostics


  • public class LMDiagnostics
    extends Object
    This class collects some diagnostics measures for the goodness of fit based on the residulas for a linear regression model.

    DFFITS is a diagnostic meant to show how influential a point is in a statistical regression. It is defined as the change, in the predicted value for a point, obtained when that point is left out of the regression, "studentized" by dividing by the estimated standard deviation of the fit at that point.

    Cook's distance is a commonly used estimate of the influence of a data point. Cook's distance can be used in several ways: to indicate data points that are particularly worth checking for validity; to indicate regions of the design space where it would be good to be able obtain more data points.

    Hadi proposed a measure of influence of the i-th observation based on the fact that influential observations are outliers in either the response variable or in the predictors, or both.

    See Also:
    • Constructor Detail

      • LMDiagnostics

        public LMDiagnostics​(LMResiduals residuals)
        Constructs an instance of the Diagnostics from the results of residual analysis.
        Parameters:
        residuals - the residual analysis of a linear regression
    • Method Detail

      • DFFITS

        public ImmutableVector DFFITS()
        DFFITS, Welsch and Kuh Measure.
        Returns:
        DFFITS
        See Also:
        • "Chatterjee, Hadi and Price, "p.105 (4.23), Section 4.9.2, Regression Analysis by Example," 3rd edition, 2000. Wiley Series in Probability and Statistics."
        • "David A. Belsley, Edwin Kuh, Roy E. Welsch, Regression diagnostics: identifying influential data and sources of collinearity. Wiley series in probability and mathematical statistics. New York: John Wiley & Sons. ISBN 0471058564. 1980."
      • cookDistances

        public ImmutableVector cookDistances()
        Cook distances.
        Returns:
        Cook distances
      • Hadi

        public ImmutableVector Hadi()
        Hadi's influence measure.
        Returns:
        Hadi's influence measure