ols.
## S3 method for class 'ols':
residuals(object,
type=c("ordinary", "score", "dfbeta", "dfbetas",
"dffit", "dffits", "hat", "hscore"), ...)
ols. Depending on
type, you may have had to
specify
x=TRUE to
ols.
"ordinary" refers to the usual residual.
"score" is the matrix of score residuals (contributions to first
derivative of log likelihood).
dfbeta and
dfbetas mean respectively the raw and normalized matrix
of changes in regression coefficients after
deleting in turn each observation. The coefficients are normalized by their
standard errors.
hat contains the leverages — diagonals of the ``hat'' matrix.
dffit and
dffits contain respectively the difference and normalized
difference in predicted values when each observation is omitted.
The S
lm.influence function is used. When
type="hscore", the
ordinary residuals are divided by one minus the corresponding hat
matrix diagonal element to make residuals have equal variance.
ols held by
NAs
Frank Harrell
Department of Biostatistics
Vanderbilt University
f.harrell@vanderbilt.edu
set.seed(1) x1 <- rnorm(100) x2 <- rnorm(100) x1[1] <- 100 y <- x1 + x2 + rnorm(100) f <- ols(y ~ x1 + x2, x=TRUE, y=TRUE) resid(f, "dfbetas") which.influence(f)