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CookD

RegressionCommon`

RegressionCommon`

CookD

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

CookD

is a possible value for the RegressionReport option for Regress and DesignedRegress which represents a list of Cook's distances.

Details and Options

To use CookD, 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`"].
CookD is a diagnostic for identifying highly influential points.
CookD gives a list of Cook's distances for the data points.
CookD is equivalent to HatDiagonal/(1-HatDiagonal) StandardizedResiduals²/p where p is the number of parameters in the model.

Examples

Basic Examples (1)

Sample data:

CookD for a linear regression:

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