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OBSOLETE REGRESSION COMMON PACKAGE SYMBOL
CovarianceMatrixDetRatio
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the covariance determinant ratio diagnostic.
Details
- 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
element in the list is the ratio of the determinant of CovarianceMatrix for all the data points to the equivalent determinant with the i
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.
