dfbetas vs dfbeta
alphaace wrote:
Hi, I've looked around but can't find a clear answer to the difference for these two? Any help? Thanks!
One is a scaled version of the other, at least for lm objects:
> stats:::dfbetas.lm
function (model, infl = lm.influence(model, do.coef = TRUE),
...)
{
xxi <- chol2inv(model$qr$qr, model$qr$rank)
dfbeta(model, infl)/outer(infl$sigma, sqrt(diag(xxi)))
}
so it is essentially dividing by s.e.(beta), except that it uses
infl$sigma which AFAICS is the leave-one-out residual sd.
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