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Influence Contours in Linear Regression

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Summary

A graphical method to study influence measures in linear regression is proposed. The approach is based on adding a new observation to an existing data set. An influence contour is defined as the solution to

$${\rm{Influence (new observation) }} = {\rm{ Constant}}{\rm{. }}$$

Influence contours are derived and discussed for Cook’s Distance, DFFITS, DFBETAS, and R. Example contour plots are given for each measure. Influence contours are shown to be a useful tool for understanding and comparing the regions of influence for the various influence measures.

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Lengvárszky, Z., West, R.W. Influence Contours in Linear Regression. Computational Statistics 17, 465–477 (2002). https://doi.org/10.1007/s001800200120

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