[R] Bad points in regression
Alberto Monteiro
albmont at centroin.com.br
Fri Mar 16 13:41:50 CET 2007
Ted Harding wrote:
>
>> alpha <- 0.3
>> beta <- 0.4
>> sigma <- 0.5
>> err <- rnorm(100)
>> err[15] <- 5; err[25] <- -4; err[50] <- 10
>> x <- 1:100
>> y <- alpha + beta * x + sigma * err
>> ll <- lm(y ~ x)
>> plot(ll)
>
> ll is the output of a linear model fiited by lm(), and so has
> several components (see ?lm in the section "Value"), one of
> which is "residuals" (which can be abbreviated to "res").
>
> So, in the case of your example,
>
> which(abs(ll$res)>2)
> 15 25 50
>
> extracts the information you want (and the ">2" was inspired by
> looking at the "residuals" plot from your "plot(ll)").
>
Ok, but how can I grab those points _in general_? What is the
criterium that plot used to mark those points as bad points?
names(ll)
gives:
[1] "coefficients" "residuals" "effects" "rank"
[5] "fitted.values" "assign" "qr" "df.residual"
[9] "xlevels" "call" "terms" "model"
None of them include information about those bad points.
Alberto Monteiro
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