SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Regression Common Functions Package >

Regression Common Package Symbol

Tutorials »|See Also »|More About »

CovarianceMatrixDetRatio

CovarianceMatrixDetRatio
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the covariance determinant ratio diagnostic.

MORE INFORMATION

To use CovarianceMatrixDetRatio, 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`"].

CovarianceMatrixDetRatio gives a list of values which measure the effect of removing a data point.

The i^th element in the list is the ratio the determinant of CovarianceMatrix for all the data points to the equivalent determinant with the i^th 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.

EXAMPLES

CLOSE ALL

Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

In[2]:=

CovarianceMatrixDetRatio for a linear regression:

In[3]:=

Out[3]=