Regression - Diagnostic - Plot - Influence Index extension

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Create index plots of studentized residuals, hat values, and Cook's distance

Charts the studentized residuals, hat values, and Cook's distancesCook's distances for the observations in a regression model. The observation numbers of the five highest values on each of the measures are charted.

Example

The below example shows the output from running this diagnostic on a Poisson regression modelPoisson regression model used to predict days absent from school for a sample of school children in New South Wales, Australia.

Details

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.

Acknowledgements

Uses the influenceIndexPlot function from the car package.

References

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.

Code

includeWeb("QScript R Output Functions");

const menu_location = "Regression > Diagnostic > Plot > Influence Index";
createDiagnosticROutputFromSelection(menu_location);