influence - Influence Statistics, Outliers, and...

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Influence Statistics, Outliers, and Collinearity Diagnostics Standardized Residuals – Residuals divided by their estimated standard errors (like t -statistics). Observations with values larger than ' , 2 p n n t - α in absolute value are considered outliers. thh ii ii i i i v sidual MS s v s e r = - = Re 1 diagonal element of P Studentized Residuals – Similar to standardized residuals, except ) ( ) ( Re i i sidual MS s = is computed on the regression fit on the remaining n -1 cases. Observations with values larger than 1 ' , 2 - - p n n t in absolute value are considered outliers thh ii i ii i i i i v sidual MS s v s e r = - = ) ( ) ( * Re 1 diagonal element of P These are labelled as RSTUDENT by SAS. Leverage Values (Hat Diag) – Measure of how far an observation is from the others in terms of the levels of the independent variables (not the dependent variable). Observations with values larger than 2p’/n are considered to be potentially highly influential. th ii i v diagonal element of P DFFITS – Measure of how much an observation has effected its fitted value from the regression model. Values larger than
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influence - Influence Statistics, Outliers, and...

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