CovarianceMatrixDetRatio

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


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

DetailsDetails

  • To use , you first need to load the Regression Common Functions Package. You can do this by using , which will automatically load the Regression Common Functions Package, or you can load the package directly by using .
  • gives a list of values which measure the effect of removing a data point.
  • The i^(th) element in the list is the ratio of 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.
New to Mathematica? Find your learning path »
Have a question? Ask support »