PredictedResponseDelta

As of Version 7.0, PredictedResponseDelta has been renamed to "FitDifferences" and has become a property of LinearModelFit.

PredictedResponseDelta
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the effect on predicted values if data points are omitted.

DetailsDetails

  • To use PredictedResponseDelta, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • PredictedResponseDelta gives a list of values which measure the effect of removing a data point on the fitted response values.
  • The i^(th) element in the list measures the effect of removing the i^(th) element of the dataset.
  • PredictedResponseDelta is equivalent to StudentizedResiduals Sqrt[HatDiagonal/(1-HatDiagonal)].
  • PredictedResponseDelta is also referred to as DFFITS.

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

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Sample data:

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PredictedResponseDelta for a linear regression:

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