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.
更多信息和选项
- 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.
范例
Wolfram Research (2007)，CovarianceMatrixDetRatio，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html.
文本
Wolfram Research (2007)，CovarianceMatrixDetRatio，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html.
CMS
Wolfram 语言. 2007. "CovarianceMatrixDetRatio." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html.
APA
Wolfram 语言. (2007). CovarianceMatrixDetRatio. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/RegressionCommon/ref/CovarianceMatrixDetRatio.html 年