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CookD

CookD
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents a list of Cook's distances.

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To use CookD, 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`"].

CookD is a diagnostic for identifying highly influential points.

CookD gives a list Cook's distances for the data points.

CookD is equivalent to HatDiagonal/(1-HatDiagonal) StandardizedResiduals²/p where p is the number of parameters in the model.

Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

Click for copyable input

CookD for a linear regression:

PredictedResponseDelta BestFitParametersDelta HatDiagonal CovarianceMatrixDetRatio

Regression Common Functions Package

Regression Common Functions Package

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