influence.measures for glm

Dear Thomas and Robert,

On Thu, 2 May 2002, Robert Espesser wrote:

From the mail archives, it is not clear for me in what extend
influence.measures is  correct for
a glm model  ( family=binomial, for my problem).  I'm aware of the
existence of
glm.diag and glm.diag.plot, but is there somewhere a function like
influence.measures for a glm model , from which it is very easy to get a
list
of the influential observations.

I think all the influence measures for lm also work for glm. Certainly
lm.influence(), which underlies them, does.  Most of these measures are
defined for glms in terms of the weighted linear model fit by the last
iteration of IWLS.

If I remember correctly, some common influence statistics (and other 
casewise diagnostics), such as Cook's distances and studentized residuals, 
need a little tweaking to get the usual generalizations to GLMs. Again, if 
I remember right, most of the information needed is available from 
lm.influence.

John


-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
-----------------------------------------------------

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._