DFFITS
DFFITS is a diagnostic meant to show how influential a point is in a
statistical regression. It was proposed in the 1980 book Regression Diagnostics: Identifying Influential Data and Sources of Collinearity by David Belsley, Edwin Kuh, and Roy Welsch. It is defined as the change ("DFFIT"), in the predicted value for a point, obtained when that point is left out of the regression, "Studentized" by dividing by the estimated standard deviation of the fit at that point:
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DFFITS
Several measures have been given for testing for
leverage and influence of a specific case in regression (including
studentized residuals ,
studentized deleted residuals , DFFITS, and
standardized DFFITS ). Belsley et al. (1980) have suggested DFFITS, a measure which gives greater weight to outlying observations than
Cook's distance . The formula for DFFITS is
where
ei is the error for the ith case
hi is the leverage for the ith case and
For more information see Hocking (1996) and Ryan (1997).
standardized DFFITS
This is another measure of impact of the respective case on the regression equation. The formula for standardized DFFITS is
where hi is the leverage for the ith case
and
See also, DFFITS, studentized residuals, and studentized deleted residuals. For more information see Hocking (1996) and Ryan (1997).