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Influence Contours in Linear Regression

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  • Zsolt Lengvárszky

    (University of South Carolina)

  • R. Webster West

    (University of South Carolina)

Abstract

Summary A graphical method to study influence measures in linear regression is proposed. The approach is based on adding a new observation to an existing data set. An influence contour is defined as the solution to $${\rm{Influence (new observation) }} = {\rm{ Constant}}{\rm{. }}$$Influence (new observation) =Constant. Influence contours are derived and discussed for Cook’s Distance, DFFITS, DFBETAS, and R. Example contour plots are given for each measure. Influence contours are shown to be a useful tool for understanding and comparing the regions of influence for the various influence measures.

Suggested Citation

  • Zsolt Lengvárszky & R. Webster West, 2002. "Influence Contours in Linear Regression," Computational Statistics, Springer, vol. 17(4), pages 465-477, December.
    • Handle: RePEc:spr:compst:v:17:y:2002:i:4:d:10.1007_s001800200120
    DOI: 10.1007/s001800200120
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    Keywords

    Regression analysis; Influence;

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