| dbo:abstract |
In regression analysis, partial leverage (PL) is a measure of the contribution of the individual independent variables to the total leverage of each observation. That is, if hi is the ith element of the diagonal of the hat matrix, PL is a measure of how hi changes as a variable is added to the regression model. It is computed as: where j = index of independent variablei = index of observationXj·[j] = residuals from regressing Xj against the remaining independent variables Note that the partial leverage is the leverage of the ith point in the partial regression plot for the jth variable. Data points with large partial leverage for an independent variable can exert undue influence on the selection of that variable in automatic regression model building procedures. (en) |
| dbo:wikiPageExternalLink |
http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/partleve.htm |
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18597426 (xsd:integer) |
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2549 (xsd:nonNegativeInteger) |
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1042292233 (xsd:integer) |
| dbo:wikiPageWikiLink |
dbr:Partial_regression_plot dbr:Partial_residual_plot dbr:Leverage_(statistics) dbr:Dataplot dbr:Errors_and_residuals_in_statistics dbc:Regression_diagnostics dbr:Hat_matrix dbr:Regression_analysis dbr:Independent_variable dbr:National_Institute_of_Standards_and_Technology dbr:Variance_inflation_factor |
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dbt:NIST-PD dbt:Cite_book dbt:Cite_journal |
| dcterms:subject |
dbc:Regression_diagnostics |
| rdfs:comment |
In regression analysis, partial leverage (PL) is a measure of the contribution of the individual independent variables to the total leverage of each observation. That is, if hi is the ith element of the diagonal of the hat matrix, PL is a measure of how hi changes as a variable is added to the regression model. It is computed as: where j = index of independent variablei = index of observationXj·[j] = residuals from regressing Xj against the remaining independent variables (en) |
| rdfs:label |
Partial leverage (en) |
| owl:sameAs |
freebase:Partial leverage wikidata:Partial leverage https://global.dbpedia.org/id/4tCDe |
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wikipedia-en:Partial_leverage?oldid=1042292233&ns=0 |
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wikipedia-en:Partial_leverage |
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dbr:Partial_leverage_plot |
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dbr:Influential_observation dbr:Leverage_(statistics) dbr:Cook's_distance dbr:List_of_statistics_articles dbr:Regression_diagnostic dbr:Partial_leverage_plot |
| is foaf:primaryTopic of |
wikipedia-en:Partial_leverage |