On Wed, 6 Aug 2003, jane murray wrote:
> Hi
> Can anyone help with the technique of obtaining leverages from a
> conditional logistic regression model? The code lm.influence does not seem
> to work for this data.
If you use method="approximate" you can get delta-betas (`influence'
rather than `leverage') with resid(model, "dfbeta")
For the exact conditional likelihood there isn't really a shortcut, but
if N is the number of observations:
sapply(1:N, function(i) coef(update(model,subset=-i)))
is perfectly feasible.
-thomas
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