Hello. I want to get the proper influence function for the glm coefficients in R. This is supposed to be inv(information)*(y-yhat)*x. So I am wondering what is the exact mathematical formula for the output that the functions:
dfbeta() OR lm.influence()$coefficients return for a glm model. I am confused because: 1. Their columns don't sum to zero as influences should. 2. They return different "influences", so the 2 functions are doing something different. 3. I think they divide each element by the standard error of the corresponding coefficient, but that's not enough to resolve any discrepancies The documentation doesn't provide any details. Any help would be greatly appreciated. > Thank you, > Hormuzd Katki > > Hormuzd Katki > Biostatistics Branch, Division of Cancer Epidemiology and Genetics > National Cancer Institute > 6120 Executive Blvd. Room 8044 MSC 7244 > Rockville, MD 20852-4910 > 301-594-7818 (voice) > 301-402-0081 (fax) > [EMAIL PROTECTED] > > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
