Leverage & Cook's distance
File name: 'levcook.m'. Function for calculating Cook's distance
and leverage without using the Statistic Toolbox.
Formula for leverage:
h = 1/L + (x-mean(x)).^2./sum((x-mean(x)).^2)
Formula for Cook's distance:
D = (err./(RMSE*p)).*(h./((1-h).^2))
Three input parameters: 'x', 'y' and 'p'
Two output parameters: 'h' and 'D'
x: Vector of x-variables
y: Vector of y-variables
p: Number of regression parameters (Default = 2)
h: Leverage
D: Cook's distance
Additionally, plots for leverage and Cook's distance will be
generated.
Developed by Joris Meurs BASc (2016)
Citation pour cette source
Joris Meurs (2024). Leverage & Cook's distance (https://www.mathworks.com/matlabcentral/fileexchange/56810-leverage-cook-s-distance), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxCatégories
- Signal Processing > Signal Processing Toolbox > Measurements and Feature Extraction > Descriptive Statistics >
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Version | Publié le | Notes de version | |
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2.0.0.0 | - .m file added |
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1.0.0.0 |