Cooks D #368
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Cooks D #368
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Author
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Ok ok I tested it and results match what I can get in Python. |
Member
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Thanks. Can you add tests for the function? What's the name used by other software? |
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palday
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Apr 23, 2021
| Compute Cook's distance for each observation, an estimate of the influence of each data point. | ||
| """ | ||
| function cooksdistance(obj::LinearModel) |
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Suggested change
| function cooksdistance(obj::LinearModel) | |
| function StatsBase.cooksdistance(obj::LinearModel) |
Member
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Superseded by #415. |
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I had use for Cook's distance, was a little surprised it didn't already exist.
This is a stupid simple implementation of it. I did not test it, nor did I really do any optimization. But it has a docstring!
Debated calling it
cooksd, but I think the longer namecooksdistancemight be preferred?