R-users E-mail: r-help@r-project.org Hi! R-users.
> Check out: > http://en.wikipedia.org/wiki/DFFITS >The approach in dffits() in R is equivalent to the definition of DFFITS_i in >Belsley, Kuh, and Welch, Regression Diagnostics (which is, I believe the >original source, or close to it), generalized to WLS. Possibly a more >transparent definition would be >dfs <- function(mod){ > rs <- rstudent(mod) > h <- hatvalues(mod) > sqrt(h/(1 - h))*rs > } Now, I understand it clearly. Thank you very much. 2008/10/19, John Fox <[EMAIL PROTECTED]>: > > Dear Kunio, > > The approach in dffits() in R is equivalent to the definition of DFFITS_i > in > Belsley, Kuh, and Welch, Regression Diagnostics (which is, I believe the > original source, or close to it), generalized to WLS. Possibly a more > transparent definition would be > > dfs <- function(mod){ > rs <- rstudent(mod) > h <- hatvalues(mod) > sqrt(h/(1 - h))*rs > } > > I hope this helps, > John > > ------------------------------ > > John Fox, Professor > Department of Sociology > McMaster University > Hamilton, Ontario, Canada > web: socserv.mcmaster.ca/jfox > > > > > -----Original Message----- > > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > On > > Behalf Of Kunio takezawa > > Sent: October-19-08 1:27 AM > > To: r-help@r-project.org > > Subject: [R] definition of "dffits" > > > > R-users > > E-mail: r-help@r-project.org > > > > 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. > > > > -- > > ***** [EMAIL PROTECTED] ***** > > http://cse.naro.affrc.go.jp/takezawa/intro.html > > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > 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. > > > -- ***** [EMAIL PROTECTED] ***** http://cse.naro.affrc.go.jp/takezawa/intro.html [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.
