[R] Influence.measures

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Thu Jun 24 01:15:53 CEST 1999


"Peter B. Mandeville" <mandevip at uaslp.mx> writes:

> It works fine up to now with the exception of Huber's data published in
> Atkinson 1985:8 (Plots, Transformations and Regression)
>  
>  Observation	x	y
>  1		-4	2.48
>  2		-3	0.73
>  3		-2	-0.04
>  4		-1	-1.44
>  5		0	-1.32
>  6		10	0.00
>  
> which is not very well excepted. The command 
> 
> > inflm <- influence.measures(result)
> 
> reports
> 
> Warning: NaNs produced in function "qf"

Erm. If you trace influence.measures, the trouble spot is in
calculating qf(infmat[, k + 3], k, n - k) > 0.9 where infmat is

      dfb.1_         dfb.x       dffit     cov.r       cook.d       hat
1  1.1124006 -9.559280e-01  1.46670838 0.3291085  0.520037540 0.2897436
2  0.1260689 -8.125181e-02  0.14998404 2.2175907  0.014641199 0.2358974
3 -0.0774641  3.328392e-02 -0.08431195 2.1730596  0.004693794 0.1974359
4 -0.5320433  1.143012e-01 -0.54418271 0.9999362  0.134536856 0.1743590
5 -0.4360945  5.048678e-18 -0.43609451 1.2300164  0.096271128 0.1666667
6  8.5733290  1.841847e+01 20.31604872 0.2552637 26.398591892 0.9358974

and infmat[, k + 3] is the cook.d column. So the last item is
qf(26.39,...) which obviously won't do. I strongly suspect that you
want pf rather than qf there!

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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