I'll look at that today.


Thank You,


--
Noah Silverman, C.Phil
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095

On Jul 19, 2013, at 4:13 PM, Mark Leeds <markleeds2@gmail.com> wrote:

> see the hatvalues function in the car package. also, I highly recommend john's
> CAR book. there's a new edition that came out a year or so ago.
> 
> 
> 
> On Fri, Jul 19, 2013 at 6:14 PM, Noah Silverman <noahsilverman@ucla.edu> wrote:
> Hello,
> 
> I'm working on some fairly standard regression models (linear, logistic, and poisson.)  Unfortunately, the data is rather messy.
> 
> A visual inspection, using either a histogram or a density plot indicates some significant outliers.  Furthermore, summary statistics of the data indicate the same thing.
> 
> If I fit a linear regression in R using the "lm" command, I can then plot the model to look at residuals, etc.
> 
> I'm interesting in re-fitting the model with a N% of the high leverage points removed.   (Large data set, want to fit "most" of the data.)
> 
> Is there a computational way to get the leverage for each data point?  That way I can subset the data skipping N% of the highest leverage ones.
> 
> 
> Thanks!
> 
> 
> --
> Noah Silverman, M.S., C.Phil
> UCLA Department of Statistics
> 8117 Math Sciences Building
> Los Angeles, CA 90095
> 
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 


	[[alternative HTML version deleted]]

