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.