Re: [R] influence measures for multivariate linear models

2010-09-14 Thread Michael Friendly
I'm following up on a question I posted 8/10/2010, but my newsreader has lost this thread. Barrett Ling, JASA, 1992, v.87(417), pp184-191 define general classes of influence measures for multivariate regression models, including analogs of Cook's D, Andrews Pregibon COVRATIO, etc. As in

[R] influence measures for multivariate linear models

2010-08-10 Thread Michael Friendly
Barrett Ling, JASA, 1992, v.87(417), pp184-191 define general classes of influence measures for multivariate regression models, including analogs of Cook's D, Andrews Pregibon COVRATIO, etc. As in univariate response models, these are based on leverage and residuals based on omitting one (or

Re: [R] influence measures for multivariate linear models

2010-08-10 Thread Peter Dalgaard
Michael Friendly wrote: Barrett Ling, JASA, 1992, v.87(417), pp184-191 define general classes of influence measures for multivariate regression models, including analogs of Cook's D, Andrews Pregibon COVRATIO, etc. As in univariate response models, these are based on leverage and