Bookcover of Partial Leverage
Booktitle:

Partial Leverage

Betascript Publishing (2010-06-18 )

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ISBN-13:

978-613-0-50496-0

ISBN-10:
6130504969
EAN:
9786130504960
Book language:
English
Blurb/Shorttext:
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, high-leverage points are those that are outliers with respect to the independent variables. Influential points are those that cause large changes in the parameter estimates when they are deleted. Although an influential point will typically have high leverage, a high leverage point is not necessarily an influential point. The leverage is typically defined as the diagonal of the hat matrix H = X(X'X)^{-1}X'. , Partial leverage is used to measure the contribution of the individual independent variables to the leverage of each observation. That is, if hi is the ith row of the diagonal of the hat matrix, the partial leverage is a measure of how hi changes as a variable is added to the regression model. The partial leverage is computed as: left(mathrm{PL}_jright)_i = frac{left(X_{jbullet[j]}right)_i^2}{sum_{k=1}^nleft(X_{jbullet[j]}right)_k^2} where j = index of independent variable i = index of observation Xj·[j] = residuals from regressing Xj against the remaining independent variables .
Publishing house:
Betascript Publishing
Website:
https://www.betascript-publishing.com/
Edited by:
Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
Number of pages:
108
Published on:
2010-06-18
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
39.00 €
Keywords:
Outlier, Independent Variables, leverage, Hat Matrix, Errors and Residuals in Statistics

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