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CovarianceMatrixDetRatio

CovarianceMatrixDetRatio
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the covariance determinant ratio diagnostic.
  • CovarianceMatrixDetRatio gives a list of values which measure the effect of removing a data point.
  • The ith element in the list is the ratio the determinant of CovarianceMatrix for all the data points to the equivalent determinant with the ith data element removed.
  • A value less than or greater than , where n is the number of data points and p is the number of parameters, may indicate a highly influential point.
Needs["LinearRegression`"]
Sample data:
In[2]:=
Click for copyable input
CovarianceMatrixDetRatio for a linear regression:
In[3]:=
Click for copyable input
Out[3]=