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
NA
s
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)