R-users
E-mail: r-help@r-project.org

   Hi! R-users.

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

>The approach in dffits() in R is equivalent to the definition of DFFITS_i
in
>Belsley, Kuh, and Welch, Regression Diagnostics (which is, I believe the
>original source, or close to it), generalized to WLS. Possibly a more
>transparent definition would be
>dfs <- function(mod){
>       rs <- rstudent(mod)
>       h <- hatvalues(mod)
>       sqrt(h/(1 - h))*rs
>       }

    Now, I understand it clearly.
Thank you very much.


2008/10/19, John Fox <jfox@mcmaster.ca>:
>
> Dear Kunio,
>
> The approach in dffits() in R is equivalent to the definition of DFFITS_i
> in
> Belsley, Kuh, and Welch, Regression Diagnostics (which is, I believe the
> original source, or close to it), generalized to WLS. Possibly a more
> transparent definition would be
>
> dfs <- function(mod){
>         rs <- rstudent(mod)
>         h <- hatvalues(mod)
>         sqrt(h/(1 - h))*rs
>         }
>
> I hope this helps,
>   John
>
> ------------------------------
>
> John Fox, Professor
> Department of Sociology
> McMaster University
> Hamilton, Ontario, Canada
> web: socserv.mcmaster.ca/jfox
>
>
>
> > -----Original Message-----
> > From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org]
> On
> > Behalf Of Kunio takezawa
> > Sent: October-19-08 1:27 AM
> > To: r-help@r-project.org
> > Subject: [R] definition of "dffits"
> >
> > R-users
> > E-mail: r-help@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@gmail.com    *****
> > http://cse.naro.affrc.go.jp/takezawa/intro.html
> >
>
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> >
> > ______________________________________________
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> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
>
>


-- 
*****    r.otasuke@gmail.com    *****
http://cse.naro.affrc.go.jp/takezawa/intro.html

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