Cooks' D chart
Chart of cook's distance to detect observations that strongly influence fitted values of the model.
ols_cooksd_chart(model)
Arguments
| model | An object of class |
|---|
Value
ols_cooksd_chart returns a list containing the
following components:
a tibble with observation number and cooks distance that exceed threshold
threshold for classifying an observation as an outlier
Details
Cook's distance was introduced by American statistician R Dennis Cook in 1977. It is used to identify influential data points. It depends on both the residual and leverage i.e it takes it account both the x value and y value of the observation.
Steps to compute Cook's distance:
Delete observations one at a time.
Refit the regression model on remaining \(n - 1\) observations
exmine how much all of the fitted values change when the ith observation is deleted.
A data point having a large cook's d indicates that the data point strongly influences the fitted values.
See also
[ols_cooksd_barplot()]
Examples
model <- lm(mpg ~ disp + hp + wt, data = mtcars) ols_cooksd_chart(model)
