R-users
E-mail: [email protected]
Hi! R-users.
I am just wondering what the definition of "dffits" in R language is.
Let me show you an simple example.
function() {
library(MASS)
xx <- c(1,2,3,4,5)
yy <- c(1,3,4,2,4)
data1 <- data.frame(x=xx, y=yy)
lm.out <- lm(y~., data=data1, x=T)
lev1 <- lm.influence(lm.out)$hat
sig1 <- lm.influence(lm.out)$sigma
res1 <- residuals(lm.out)
ey <- fitted(lm.out)
py <- ey + res1/(1-lev1)
df1 <- dffits(lm.out, infl = lm.influence(lm.out))
df1 <- dffits(lm.out)
print("df1: dffits")
print(df1)
my_df1 <- (ey-py)/(sig1*sqrt(lev1))
print("my_df1")
print(my_df1)
my_df2 <- -lev1*(ey-py)/(sig1*sqrt(lev1))
print("my_df2")
print(my_df2)
}
[1] "df1: dffits"
1 2 3 4 5
-1.3333333 0.4082483 0.6000000 -1.0475699 0.2672612
[1] "my_df1"
1 2 3 4 5
2.2222222 -1.3608276 -3.0000000 3.4918995 -0.4454354
[1] "my_df2"
1 2 3 4 5
-1.3333333 0.4082483 0.6000000 -1.0475699 0.2672612
I think that "my_df1" is "dffits"( http://en.wikipedia.org/wiki/DFFITS ),
but in R language, "my_df2" gives the difinition of "dffits".
Please let me know why.
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