cooks.distance.spmodel function

Compute Cook's distance

Compute the Cook's distance for each observation from a fitted model object.

## S3 method for class 'splm'
cooks.distance(model, ...)

## S3 method for class 'spautor'
cooks.distance(model, ...)

## S3 method for class 'spglm'
cooks.distance(model, ...)

## S3 method for class 'spgautor'
cooks.distance(model, ...)

Arguments

• model: A fitted model object from splm(), spautor(), spglm(), or spgautor().
• ...: Other arguments. Not used (needed for generic consistency).

Returns

A vector of Cook's distance values for each observation from the fitted model object.

Details

Cook's distance measures the influence of an observation on a fitted model object. If an observation is influential, its omission from the data noticeably impacts parameter estimates. The larger the Cook's distance, the larger the influence.

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
cooks.distance(spmod)

See Also

augment.spmodel() hatvalues.spmodel() influence.spmodel() residuals.spmodel()