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KSPM (version 0.2.1)

cooks.distance.kspm: Cook's distance for a Kernel Semi Parametric Model Fit

Description

Computes the Cook's distance method for an object of class "kspm".

Usage

# S3 method for kspm
cooks.distance(model, ...)

Arguments

model

an model of class "kspm", usually, a result of a call to kspm.

...

furter arguments passed to or from other methods (currently unused).

Value

A vector containing Cook's distance values.

Details

Cook's distance values (\(C_i\)) are computed as follows: \(C_i = \frac{e_i^2 h_{ii}}{\hat{\sigma}^2 tr(H) (1-h_{ii})^2}\) where e_i is the residual of subject i, h_ii is the i th diagonal element of Hat matrix H corresponding to the leverage associated with subject i and tr(H) is the trace of the Hat matrix H.

See Also

kspm for fitting model, residuals.kspm, rstandard.kspm, plot.kspm.