[R] definition of "dffits"

[Gabor Grothendieck]

Check out:
http://en.wikipedia.org/wiki/DFFITS

On Sun, Oct 19, 2008 at 1:26 AM, Kunio takezawa <r.otasuke at gmail.com> wrote:
> R-users
> E-mail: r-help at r-project.org
>
>   Hi! R-users.
>
>   I am just wondering what the definition of "dffits" in R language is.
> Let me show you an simple example.
>
> function() {
>  library(MASS)
>
>  xx <- c(1,2,3,4,5)
>  yy <- c(1,3,4,2,4)
>
>  data1 <- data.frame(x=xx, y=yy)
>  lm.out <- lm(y~., data=data1, x=T)
>  lev1 <- lm.influence(lm.out)$hat
>  sig1 <- lm.influence(lm.out)$sigma
>  res1 <- residuals(lm.out)
>
>  ey <- fitted(lm.out)
>  py <- ey + res1/(1-lev1)
>
>  df1 <- dffits(lm.out, infl = lm.influence(lm.out))
>  df1 <- dffits(lm.out)
>  print("df1: dffits")
>  print(df1)
>
>  my_df1 <- (ey-py)/(sig1*sqrt(lev1))
>  print("my_df1")
>  print(my_df1)
>
>  my_df2 <- -lev1*(ey-py)/(sig1*sqrt(lev1))
>
>  print("my_df2")
>  print(my_df2)
> }
>
>
> [1] "df1: dffits"
>         1          2          3          4          5
> -1.3333333  0.4082483  0.6000000 -1.0475699  0.2672612
> [1] "my_df1"
>         1          2          3          4          5
>  2.2222222 -1.3608276 -3.0000000  3.4918995 -0.4454354
> [1] "my_df2"
>         1          2          3          4          5
> -1.3333333  0.4082483  0.6000000 -1.0475699  0.2672612
>
> I think that "my_df1" is "dffits"( http://en.wikipedia.org/wiki/DFFITS ),
> but in R language, "my_df2" gives the difinition of "dffits".
>   Please let me know why.
>
> --
> *****    r.otasuke at gmail.com    *****
> http://cse.naro.affrc.go.jp/takezawa/intro.html
>
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