Class LMDiagnostics
- java.lang.Object
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- dev.nm.stat.regression.linear.residualanalysis.LMDiagnostics
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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:
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Constructor Summary
Constructors Constructor Description LMDiagnostics(LMResiduals residuals)
Constructs an instance of theDiagnostics
from the results of residual analysis.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ImmutableVector
cookDistances()
Cook distances.ImmutableVector
DFFITS()
DFFITS, Welsch and Kuh Measure.ImmutableVector
Hadi()
Hadi's influence measure.
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Constructor Detail
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LMDiagnostics
public LMDiagnostics(LMResiduals residuals)
Constructs an instance of theDiagnostics
from the results of residual analysis.- Parameters:
residuals
- the residual analysis of a linear regression
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Method Detail
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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."
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cookDistances
public ImmutableVector cookDistances()
Cook distances.- Returns:
- Cook distances
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Hadi
public ImmutableVector Hadi()
Hadi's influence measure.- Returns:
- Hadi's influence measure
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