ls.diag: Compute Diagnostics for
Description
Computes basic statistics, including standard errors, t- and p-values
for the regression coefficients.Arguments
ls.out
Typically the result of lsfit() Value
A list with the following numeric components.
std.devThe standard deviation of the errors, an estimate of
\(\sigma\).
hatdiagonal entries \(h_{ii}\) of the hat matrix \(H\)
std.resstandardized residuals
stud.resstudentized residuals
cooksCook's distances
dfitsDFITS statistics
correlationcorrelation matrix
std.errstandard errors of the regression coefficients
cov.scaledScaled covariance matrix of the coefficients
cov.unscaledUnscaled covariance matrix of the coefficientsReferences
Belsley, D. A., Kuh, E. and Welsch, R. E. (1980)
Regression Diagnostics.
New York: Wiley.