Cooksd: Difference between revisions

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imported>Scott
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imported>Benjamin
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===Purpose===
===Purpose===
 
Calculates Cooks Distance of samples for a regression model.


===Synopsis===
===Synopsis===


 
:distances = plotscores(model)


===Description===
===Description===


Cooks distance measures how much the model would change if a given sample is left out.
* 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====
====Inputs====


* '''model''' =
* '''model''' = a standard model structure.
('''Note:''' Currently only PLS models are supported.)


====Outputs====
====Outputs====


 
* '''distances''' an m-by-1 vector of the calculated Cooks distances for each sample.
 


===See Also===
===See Also===


[[plotscores]]
[[plotscores]], [[leverag]], [[figmerit]], [[pls]]

Revision as of 12:01, 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.

  • 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.

See Also

plotscores, leverag, figmerit, pls