[R] add a point to regression line and cook's distance

Murray Jorgensen maj at stats.waikato.ac.nz
Thu Dec 4 02:17:47 CET 2003


Not a good idea, unless the regression function is *known* to be linear. 
More likely it is only approximately linear over small ranges.

Murray Jorgensen

Wiener, Matthew wrote:

> If you know that the line should pass through (0,0), would it make sense to
> do a regression without an intercept?  You can do that by putting "-1" in
> the formula, like:  lm(y ~ x - 1).
> 
> Hope this helps,
> 
> Matt
> 
> Matthew Wiener
> RY84-202
> Applied Computer Science & Mathematics Dept.
> Merck Research Labs
> 126 E. Lincoln Ave.
> Rahway, NJ 07065
> 732-594-5303 
> 
> 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Spencer Graves
> Sent: Wednesday, December 03, 2003 5:51 PM
> To: jonathan_li at agilent.com
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] add a point to regression line and cook's distance
> 
> 
>       What is the context?  What do the "outliers" represent?  If you 
> think carefully about the context, you may find the answer. 
> 
>       hope this helps.  spencer graves
> p.s.  I know statisticians who worked for HP before the split and who 
> still work for either HP or Agilent, I'm not certain which.  If you want 
> to contact me off-line, I can give you a couple of names if that might 
> help. 
> 
> jonathan_li at agilent.com wrote:
> 
> 
>>Hi, 
>>
>>This is more a statistics question rather than R question. But I thought
> 
> people on this list may have some pointers.
> 
>>MY question is like the following:
>>I would like to have a robust regression line. The data I have are mostly
> 
> clustered around a small range. So
> 
>>the regression line tend to be influenced strongly by outlier points (with
> 
> large cook's distance). From the application
> 
>>'s background, I know that the line should pass (0,0), which is far away
> 
> from the data cloud. I would like to add this
> 
>>point to have a more robust line. The question is: does it make sense to do
> 
> this? what are the negative impacts if any?
> 
>>thanks,
>>jonathan
>>
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>> 
>>
> 
> 
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-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    +64 7 849 6486 home    Mobile 021 1395 862




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