Cook's distance for least absolute deviation (lad) regressions
1. See ?influence measures for info on cook's distance in R. 2. See references therein for details; or here for the definition FOR LEAST SQUARES REGRESSION, but *not lad regression*: https://www.statisticshowto.com/cooks-distance/ Strictly speaking, Cook's D applies only to L2 regression. 3. I know of no equivalent to Cook's distance for LAD's regression. Indeed, isn't the whole point of LAD that it is relatively insensitive to unusual values (which is one of the components of a point's influence)? However, just because I don't know of it doesn't mean anything. You might have a look at the 'quantreg' package or search on "L1 regression in R" for other packages that implement LAD regression to see what they have. A web search on "influence measures for L1 regression" might also turn up something relevant. Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
On Sun, Mar 20, 2022 at 6:41 PM Jim Lemon <drjimlemon at gmail.com> wrote:
Hi Kelly, Perhaps the best place to look is the "car" package. There is a somewhat confusing reference in the "cookd" function help page to the "cooks.distance" function in the "base" package that doesn't seem to be there. Whether this is the case or not, I think you can still use the "cookd" alias. Jim On Mon, Mar 21, 2022 at 11:57 AM Kelly Thompson <kt1572757 at gmail.com> wrote:
I'm wanting to calculate Cook's distance for least absolute deviation (lad) regressions. Which R packages and functions offer this? Thanks!
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______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.