Cook's distance
Dear Koilos, You've neglected to correct the MSE for df. Modifying your example, so that it actually runs (your original regression doesn't work -- the lengths of x and y differ):
y <- (1:100)^2 x <- 1:100 lm(y~x) -> linmod # just for the sake of a simple example
linmod$residuals[1]^2/(2*sum(linmod$residuals^2)/98)*(hatvalues(linmod)[1]/(
1-hatvalues(linmod)[1])^2)
1
0.09853436
cooks.distance(linmod)[1]
1 0.09853436 I hope this helps, John ----------------------------------------------- John Fox Senator McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada
-----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r- project.org] On Behalf Of kolos.agoston at gmx.net Sent: Tuesday, March 12, 2013 3:55 PM To: r-help at r-project.org Subject: [R] Cook's distance Dear useRs, I have some trouble with the calculation of Cook's distance in R. The formula for Cook's distance can be found for example here: http://en.wikipedia.org/wiki/Cook%27s_distance I tried to apply it in R:
y <- (1:400)^2 x <- 1:100 lm(y~x) -> linmod # just for the sake of a simple example
linmod$residuals[1]^2/(2*mean(linmod$residuals^2))*(hatvalues(linmod)[1
]/(1-hatvalues(linmod)[1])^2)
1
0.02503195
cooks.distance(linmod)[1]
1 0.02490679 Why differ the two results? Thanks a lot if somebody have some instructions for me. Best wishes: Kolos
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