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dfbetas vs dfbeta

2 messages · Gregory Ryslik, Peter Dalgaard

#
alphaace wrote:
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.