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

[Tony Plate]

One way of implementing some Bayesian techniques is to add data points 
based on prior knowledge.  E.g., see Gelman, Carlin, Stern & Rubin, in 
"Bayesian Data Analysis" (1997) for how a prior on a regression parameter 
can be interpreted as an additional data point.  (Section 8.9 in my 2000 
reprint).

hope this helps,

Tony Plate


At Wednesday 02:31 PM 12/3/2003 -0800, 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
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://www.stat.math.ethz.ch/mailman/listinfo/r-help

Tony Plate   tplate at acm.org