RegressionCommon`
RegressionCommon`

# CovarianceMatrixDetRatio

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

CovarianceMatrixDetRatio

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

# Details

• 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 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 1-3 or greater than 1+3, where n is the number of data points and p is the number of parameters, may indicate a highly influential point.

# Examples

## Basic Examples(1)

Sample data:

CovarianceMatrixDetRatio for a linear regression:

Wolfram Research (2007), CovarianceMatrixDetRatio, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html.

#### Text

Wolfram Research (2007), CovarianceMatrixDetRatio, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html.

#### BibTeX

@misc{reference.wolfram_2021_covariancematrixdetratio, author="Wolfram Research", title="{CovarianceMatrixDetRatio}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html}", note=[Accessed: 05-August-2021 ]}

#### BibLaTeX

@online{reference.wolfram_2021_covariancematrixdetratio, organization={Wolfram Research}, title={CovarianceMatrixDetRatio}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html}, note=[Accessed: 05-August-2021 ]}

#### CMS

Wolfram Language. 2007. "CovarianceMatrixDetRatio." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html.

#### APA

Wolfram Language. (2007). CovarianceMatrixDetRatio. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html