Influence of Observations on Linear Model

DESCRIPTION:

Gives the statistics used in measuring the influence of the observations on the original fit.

USAGE:

lm.influence(lm) 

REQUIRED ARGUMENTS:

lm
an lm object, or an object of a class inheriting from "lm".

VALUE:

a list, giving statistics used in measuring the influence of the observations on the original fit. Suppose the original fit had n observations and p coefficients.
coefficients
an n by p matrix of the drop-1 coefficients with the corresponding observations omitted.
sigma
a vector of the n corresponding residual standard error estimates.
hat
the n values in the diagonal of the hat (projection) matrix for the original fit.

SEE ALSO:

, , .