Regression - Diagnostic - Plot - Influence Index extension
Create index plots of studentized residuals, hat values, and Cook's distance
Charts the studentized residuals, hat values, and Cook's distances for the observations in a regression model. The observation numbers of the five highest values on each of the measures are charted.
The below example shows the output from running this diagnostic on a Poisson regression model used to predict days absent from school for a sample of school children in New South Wales, Australia.
Roughly, in a model with n samples and p predictors (including the intercept), studentized residuals larger than 2 indicate possible outliers, hat values larger than 2*p/n indicate possible high leverage values, and Cook's distance values larger than 4/(n-p) indicate possible highly influential observations.
Uses the influenceIndexPlot function from the car package.
Fox, J., & Sanford, W. (2011). An R Companion to Applied Regression, Second Edition. Thousand Oaks CA: Sage.
Weisberg, S. (2014). Applied Linear Regression, Fourth Edition. Wiley.
includeWeb("QScript R Output Functions"); const menu_location = "Regression > Diagnostic > Plot > Influence Index"; createDiagnosticROutputFromSelection(menu_location);