Dear Jean, On Thu, 26 Jun 2003, Jean Eid wrote: . . .
> My other question is on the regression diagnostics particularly plotting > Cook's distance. what is the rule to decide on outliers. If I read the > plot correctly, the labeled distances (vertical lines) are outliers. But I > have gotten cook's distance and compared them to qf(0, p, n-p) ( the > median of the F distribution with paramaters p=# of variables in design, > number of obs.-p) but does not give same answer. I presume you mean qf(0.5, p, n-p)? > . . . Except for some sense of scale, it's not sensible to treat Cook's distances as F-values. The use of an F statistic in this context is really just a kind of trick to obtain a scale-invariant measure of distance between the coefficient vector for all of the data and the coefficient vector deleting an observation. There is a rule-of-thumb cutoff for noteworthy Cook's distances -- 4/(n - p) -- but I wouldn't place too much stock in it. It's better simply to look for values of Cook's D that stand out from the others. Finaly, Cook's D isn't really an outlier diagnostic, but an influence diagnostic. A low-leverage regression outlier, for example, can have a small Cook's D. I hope that this helps, John ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help