[R] Formula for whether hat value is influential?

Paul Lynch plynchnlm at gmail.com
Sun Mar 9 04:38:10 CET 2008


I was wondering if someone might be able to tell me what formula R's
influence.measures function uses for determining whether the hat value
it computes is influential (i.e., the true/false value in the "hat"
column of the returned is.inf data frame).  The reason I'm asking is
that its results disagree with what I've just learned in my statistics
class, namely that a point should be considered influential if h_ii >
2(k+1)/n, where k+1 is the number of parameters in the model and n is
the number of data points.  My 2(k+1)/n value would mark at least one
more point influential than influence.measures does for the data set
I'm looking at.

I am using R 2.4.1 under Windows.  (Upgrading is difficult due to
rather severe security policies.)

Thanks,

--Paul



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