ols_plot_dffits function

DFFITS plot

Plot for detecting influential observations using DFFITs.

ols_plot_dffits(model, size_adj_threshold = TRUE, print_plot = TRUE)

Arguments

• model: An object of class lm.
• size_adj_threshold: logical; if TRUE (the default), size adjusted threshold is used to determine influential observations.
• print_plot: logical; if TRUE, prints the plot else returns a plot object.

Returns

ols_plot_dffits returns a list containing the following components:

• outliers: a data.frame with observation number and DFFITs that exceed threshold

• threshold: threshold for classifying an observation as an outlier

Details

DFFIT - difference in fits, is used to identify influential data points. It quantifies the number of standard deviations that the fitted value changes when the ith data point is omitted.

Steps to compute DFFITs:

• Delete observations one at a time.
• Refit the regression model on remaining $n - 1$ observations
• examine how much all of the fitted values change when the ith observation is deleted.

An observation is deemed influential if the absolute value of its DFFITS value is greater than:

A size-adjusted cutoff recommended by Belsley, Kuh, and Welsch is

and is used by default in olsrr .

where n is the number of observations and p is the number of predictors including intercept.

Examples

model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_plot_dffits(model)
ols_plot_dffits(model, size_adj_threshold = FALSE)

References

Belsley, David A.; Kuh, Edwin; Welsh, Roy E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity.

Wiley Series in Probability and Mathematical Statistics. New York: John Wiley & Sons. ISBN 0-471-05856-4.

See Also

ols_plot_dfbetas()