RegressionCommon`
RegressionCommon`

PredictedResponseDelta

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

PredictedResponseDelta

is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the effect on predicted values if data points are omitted.

Details

  • To use PredictedResponseDelta, 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`"].
  • PredictedResponseDelta gives a list of values which measure the effect of removing a data point on the fitted response values.
  • The i^(th) element in the list measures the effect of removing the i^(th) element of the dataset.
  • PredictedResponseDelta is equivalent to StudentizedResiduals Sqrt[HatDiagonal/(1-HatDiagonal)].
  • PredictedResponseDelta is also referred to as DFFITS.

Examples

Basic Examples  (1)

Sample data:

PredictedResponseDelta for a linear regression:

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

Text

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

BibTeX

@misc{reference.wolfram_2021_predictedresponsedelta, author="Wolfram Research", title="{PredictedResponseDelta}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/PredictedResponseDelta.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_predictedresponsedelta, organization={Wolfram Research}, title={PredictedResponseDelta}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/PredictedResponseDelta.html}, note=[Accessed: 05-August-2021 ]}

CMS

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

APA

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