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Cook's distance

2 messages · kolos.agoston at gmx.net, John Fox

#
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:
1 
0.02503195
1 
0.02490679 

Why differ the two results?

Thanks a lot if somebody have some instructions for me.

Best wishes:

Kolos
#
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):
linmod$residuals[1]^2/(2*sum(linmod$residuals^2)/98)*(hatvalues(linmod)[1]/(
1-hatvalues(linmod)[1])^2)
         1 
0.09853436
1 
0.09853436

I hope this helps,
 John

-----------------------------------------------
John Fox
Senator McMaster Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada