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PredictedResponseDelta

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.

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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 data set.

PredictedResponseDelta is equivalent to StudentizedResiduals Sqrt[HatDiagonal/(1-HatDiagonal)].

PredictedResponseDelta is also referred to as DFFITS.

EXAMPLES

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Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

In[2]:=

PredictedResponseDelta for a linear regression:

In[3]:=

Out[3]=