Re: [R] influence measures for multivariate linear models

2010-09-14 Thread Michael Friendly
I'm following up on a question I posted 8/10/2010, but my newsreader has lost this thread. Barrett & Ling, JASA, 1992, v.87(417), pp184-191 define general classes of influence measures for multivariate regression models, including analogs of Cook's D, Andrews & Pregibon COVRATIO, etc. As in

Re: [R] influence measures for multivariate linear models

2010-08-10 Thread Peter Dalgaard
Michael Friendly wrote: > Barrett & Ling, JASA, 1992, v.87(417), pp184-191 define general classes > of influence measures for multivariate > regression models, including analogs of Cook's D, Andrews & Pregibon > COVRATIO, etc. As in univariate > response models, these are based on leverage and r

[R] influence measures for multivariate linear models

2010-08-10 Thread Michael Friendly
Barrett & Ling, JASA, 1992, v.87(417), pp184-191 define general classes of influence measures for multivariate regression models, including analogs of Cook's D, Andrews & Pregibon COVRATIO, etc. As in univariate response models, these are based on leverage and residuals based on omitting one (o