Cookdist 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Sep 17, 2007
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This quantity measures how much the entire regression ...

This quantity measures how much the entire regression function changes when the i-th observation is deleted. Should be comparable to F_p, n-p: if the 'p-value' of D_i is 50 percent or more, then the i-th point is likely influential: investigate this point further. Cook's distance (D_i) is an influence measure based on the difference between the regression parameter estimates b and what they become if the i-th data point is removed, b_-1.
The usual criterion is that a point is influential if D_i exceeds the median of the F_p, n-p distribution, where p is the number of regression coefficients (including the intercept) and n the number of data.
Inputs:
D - matrix data (=[X Y]) (last column must be the Y-dependent variable). (X-independent variable entry can be for a simple [X], multiple [X1, X2, X3, . . . Xp] or polynomial [X, X^2, X^3, . . . , X^p] regression model).
Outputs:
A complete summary (table and/or plot) of the Cook's influence index. For the graph, the cross-hair can be positioned with the mouse at the selected location.
NOTE. -One should be careful. This procedure it is not a conclusive test to detect any outliers on regression models, but unusual observations by its very high leverage and high influence values. For such a case you should to check it under the appropriate assumptions.
Demands:
• MATLAB Release: R13

Cookdist 1.0 scripting tags: matlab cookdist, matlab statistics, variable, influence, cooks, fpnp, regression, point, statistics probability. What is new in Cookdist 1.0 software script? - Unable to find Cookdist 1.0 news. What is improvements are expecting? Newly-made Cookdist 1.1 will be downloaded from here. You may download directly. Please write the reviews of the Cookdist. License limitations are unspecified.