Cooksd: Difference between revisions
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===Description=== | ===Description=== | ||
Cooks distance measures how much the model would change if a given sample is left out. | Cooks distance measures how much the model would change if a given sample is left out. Specifically, how much all of the fitted values change when the ith sample is removed. A larger distance value indicates a sample has a stronger influence on the fitted values. | ||
* Distance > 0.5: ith sample may be influential and may be worthy of further investigation. | * Distance > 0.5: ith sample may be influential and may be worthy of further investigation. | ||
* Distance > 1: ith sample is quite likely to be influential. | * Distance > 1: ith sample is quite likely to be influential. | ||
Revision as of 12:08, 15 August 2017
Purpose
Calculates Cooks Distance of samples for a regression model.
Synopsis
- distances = plotscores(model)
Description
Cooks distance measures how much the model would change if a given sample is left out. Specifically, how much all of the fitted values change when the ith sample is removed. A larger distance value indicates a sample has a stronger influence on the fitted values.
- Distance > 0.5: ith sample may be influential and may be worthy of further investigation.
- Distance > 1: ith sample is quite likely to be influential.
Inputs
- model = a standard model structure.
(Note: Currently only PLS models are supported.)
Outputs
- distances = an m-by-1 vector of the calculated Cooks distances for each sample.