[R] mahalanobis

[Michael Friendly]

Yianni

You probably would have gotten more helpful replies if you indicated
the substantiative problem you were trying to solve.

 From your description, it seems like you want to calculate
leverage of predictors, (X1, X2) in the lm( y ~ X1+X2).
My crystal ball says you may be an SPSS user, for whom
mahalanobis D^2 of the predictors is what you have to beg
for to get leverages.  In R, you will get the most happiness
from
?leverage.plot
in the car package.

mahalanobois D^2 are proportional to leverage.

-Michael


gatemaze at gmail.com wrote:
> Hi, I am not sure I am using correctly the mahalanobis distnace method...
> Suppose I have a response variable Y and predictor variables X1 and X2
> 
> all <- cbind(Y, X1, X2)
> mahalanobis(all, colMeans(all), cov(all));
> 
> However, my results from this are different from the ones I am getting
> using another statistical software.
> 
> I was reading that the comparison is with the means of the predictor
> variables which led me to think that the above should be transformed
> into:
> 
> predictors <- cbind(X1, X2)
> mahalanobis(all, colMeans(predictors), cov(all))
> 
> But still the results are different....
> 
> Am I doing something wrong or have I misunderstood something in the
> use of the function mahalanobis? Thanks.
> 

-- 
Michael Friendly     Email: friendly AT yorku DOT ca
Professor, Psychology Dept.
York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
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