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- DFFITS abstract "DFFITS is a diagnostic meant to show how influential a point is in a statistical regression. It was proposed in 1980. 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:where and are the prediction for point i with and without point i included in the regression,is the standard error estimated without the point in question, and is the leverage for the point.DFFITS is very similar to the externally Studentized residual, and is in fact equal to the latter times .Since when the errors are Gaussian the externally Studentized residual is distributed as Student's t (with a number of degrees of freedom equal to the number of residual degrees of freedom minus one), DFFITS for a particular point will be distributed according to this same Student's t distribution multiplied by the leverage factor for that particular point. Thus, for low leverage points, DFFITS is expected to be small, whereas as the leverage goes to 1 the distribution of the DFFITS value widens infinitely.For a perfectly balanced experimental design (such as a factorial design or balanced partial factorial design), the leverage for each point is p/n, the number of parameters divided by the number of points. This means that the DFFITS values will be distributed (in the Gaussian case) as times a t variate. Therefore, the authors suggest investigating those points with DFFITS greater than .Although the raw values resulting from the equations are different, Cook's distance and DFFITS are conceptually identical and there is a closed-form formula to convert one value to the other (Cohen, Cohen, West & Aiken, 2003).".
- DFFITS wikiPageID "6139962".
- DFFITS wikiPageRevisionID "576164427".
- DFFITS hasPhotoCollection DFFITS.
- DFFITS subject Category:Regression_diagnostics.
- DFFITS comment "DFFITS is a diagnostic meant to show how influential a point is in a statistical regression. It was proposed in 1980.".
- DFFITS label "DFFITS".
- DFFITS label "DFFITS".
- DFFITS sameAs DFFITS.
- DFFITS sameAs m.0fs70b.
- DFFITS sameAs Q5204913.
- DFFITS sameAs Q5204913.
- DFFITS wasDerivedFrom DFFITS?oldid=576164427.
- DFFITS isPrimaryTopicOf DFFITS.