[R] logistic regression with glm: cooks distance and dfbetas are different compared to SPSS output
"Biedermann, Jürgen"
juergen.biedermann at charite.de
Fri Apr 29 18:29:40 CEST 2011
Hi there,
I have the problem, that I'm not able to reproduce the SPSS residual
statistics (dfbeta and cook's distance) with a simple binary logistic
regression model obtained in R via the glm-function.
I tried the following:
fit <- glm(y ~ x1 + x2 + x3, data, family=binomial)
cooks.distance(fit)
dfbetas(fit)
When i compare the returned values with the values that I get in SPSS,
they are different, although the same model is calculated (the
coefficients are the same etc.)
It seems that different calculation-formulas are used for cooks.distance
and dfbetas in SPSS compared to R.
Unfortunately I didn't find out, what's the difference in the
calculation and how I could get R to calculate me the same statistics
that SPSS uses.
Or is this an unknown SPSS bug?
Greetings
Jürgen
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