[Rd] Inaccuracy in DFBETA calculation for GLMs
Ravi Varadhan
r@v|@v@r@dh@n @end|ng |rom jhu@edu
Sat Oct 4 15:34:48 CEST 2025
Hi,
I have been calculating sensitivity diagnostics in GLMs. I am noticing that the dfbeta() and influence() functions in base R are inaccurate for non-Gaussian GLMs. Even though the help says that the DFBETAs can be inaccurate for GLMs, the accuracy can be substantially improved.
I was thinking of writing this up along with a proper fix to R Journal but then started wondering whether this is a well-known issue and it has been addressed in other packages.
Has the inaccuracy of DFBETA been addressed already?
Thank you,
Ravi
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