lm.case {HH} | R Documentation |
Case statistics for regression analysis.
lm.case
calculates the statistics.
plot.case
plots the cases, one statistic per panel, and
illustrates and itemizes all observations for which the standard
thresholds are exceeded. plot.case
returns a "trellis"
object containing the plot and also places the row.names of the
flagged observations in the variable .lm.case.large
.
panel.case
is a panel function for plot.case
.
lm.case(fit, lms = summary.lm(fit), lmi = lm.influence(fit)) plot.case(x, fit, which=c("stu.res","si","h","cook","dffits", dimnames(x)[[2]][-(1:8)]), ##DFBETAS between.in=list(y=4, x=9), oma=c(0,0,0,4), cex.threshold=if.R(r=1.2, s=1.6), main.in=list( paste(deparse(fit$call), collapse=""), cex=main.cex), sigma.in=summary.lm(fit)$sigma, p.in=summary.lm(fit)$df[1]-1, obs.large=".lm.case.large", obs.large.env=if.R(r=globalenv(), s=0), main.cex=NULL, ...) panel.case(x, y, subscripts, rownames, group.names, nn, pp, ss, cex.threshold, par.settings, ## R only. S-Plus ignores this argument obs.large, obs.large.env, ...)
fit |
"lm" object computed with x=TRUE |
lms |
summary.lm(fit) |
lmi |
lm.influence(fit) |
x |
In plot.case , the matrix output from lm.case
containing case diagnostics on each observation in the original
dataset.
In panel.case , the x variable to be plotted |
which |
In plot.case , the names of the columns of x
that are to be graphed. |
between.in |
between trellis/lattice argument. |
oma |
In S-Plus, change par()$oma to make room for the
threshold values. A warning is printed when par()$oma
is changed as the delayed printing of trellis objects implies we can't
return it to the original value automatically.
In R, this argument is ignored. Instead, we use the
par.settings argument to xyplot inside plot.case .
The par.settings becomes one component of the "trellis"
object that is the value of plot.case and is therefore
automatically applied every time the object is printed. |
cex.threshold |
Multiplier for cex for the threshold values. |
main.in |
main title for xyplot . The default main title
displays the linear model formula from fit . |
sigma.in |
standard error for the fit . |
p.in |
The number of degrees of freedom associated with the fitted model. |
obs.large |
Object name where the names of
all observations for which the standard
thresholds are exceeded will be stored. The default name is
.lm.case.large . |
obs.large.env |
Frame in S-Plus (defaults to 0) and environment in
R (defaults to globalenv() ) where obs.large will be stored. |
main.cex |
cex for main title. |
... |
other arguments to xyplot |
y |
the y variable to be plotted. |
nn |
number of rows in original dataset. |
pp |
The number of degrees of freedom associated with the fitted model. |
ss |
standard error for the fit . |
subscripts |
trellis/lattice argument, position in the reshaped
dataset constructed by plot.case before calling xyplot . |
rownames |
row name in the original data.frame. |
group.names |
names of the individual statistics. |
par.settings |
Used in R as part of the call to xyplot .
Although this argument is not used in the panel function,
it is needed as a formal argument in S-Plus to absorb it out of ...
and thereby prevent it from being forwarded to points . |
lm.influence
is part of S-Plus and R
lm.case
and plot.case
are based on:
Section 4.3.3 "Influence of Individual Obervations
in Chambers and Hastie", Statistical Models in S.
lm.case
returns a matrix, with one row for each observation
in the original dataset. The columns contain the diagnostic statistics:
e
(residuals),
h
* (hat diagonals),
si
* (deleted standard deviation),
sta.res
(standardized residuals),
stu.res
* (Studentized deleted resididuals),
dffit
(difference in fits, change in predicted y when
observation i is deleted),
dffits
* (standardized difference in fits, standardized change
in predicted y when observation i is deleted),
cook
* (Cook's distance),
and DFBETAs* (standardized difference in regression coefficients when
observation i is deleted, one for each column of the x-matrix,
including the intercept).
plot.case
returns a "trellis"
object containing the plot
(including the starred columns by default) and also places the
row.names of the flagged observations in the variable
.lm.case.large
. The variable .lm.case.large
is placed
by default into frame 0 in S-Plus and into globalenv()
in R.
panel.case
is a panel function for plot.case
. The
variable .lm.case.large
is created one column at a time inside
the panel function.
Richard M. Heiberger <rmh@temple.edu>
Heiberger, Richard~M. and Holland, Burt (2004b). Statistical Analysis and Data Display: An Intermediate Course with Examples in S-Plus, R, and SAS. Springer Texts in Statistics. Springer. ISBN 0-387-40270-5.
lm.influence
in R,
lm.influence
in S-Plus.
kidney <- read.table(hh("datasets/kidney.dat"), header=TRUE) kidney2.lm <- lm(clearance ~ concent + age + weight + concent*age, data=kidney, x=TRUE) ## the lm object must be computed with x=TRUE kidney2.case <- lm.case(kidney2.lm) ## this picture looks much better in portrait, specification is device dependent ## trellis.device(postscript, horizontal=TRUE) ## postscript ## trellis.device(orientation="portrait") ## S-Plus graphsheet plot.case(kidney2.case, kidney2.lm, par.strip.text=list(cex=.9), layout=c(2,3)) .lm.case.large ## file placed by default into frame 0 in S-Plus ## and into globalenv() in R