[R] dfbetas vs dfbeta

[Peter Dalgaard]

alphaace wrote:
> Hi, I've looked around but can't find a clear answer to the difference for
> these two? Any help?
> 
> Thanks!

One is a scaled version of the other, at least for lm objects:

 > stats:::dfbetas.lm
function (model, infl = lm.influence(model, do.coef = TRUE),
     ...)
{
     xxi <- chol2inv(model$qr$qr, model$qr$rank)
     dfbeta(model, infl)/outer(infl$sigma, sqrt(diag(xxi)))
}

so it is essentially dividing by s.e.(beta), except that it uses 
infl$sigma which AFAICS is the leave-one-out residual sd.

-- 
    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
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