[ARA] 회귀진단

leveragepoint

\(h_{ii} > 2 \bar h \ \text{or} \ 3 \bar h\) 이면 leverage

\(\bar h = \dfrac{p+1}{n}\)

이상점

외적스튜던트화 잔차 \(r_i^*\)

\(|r_i^*| \geq t_{\alpha/2}(n-p-2)\)이면 이상점

영향점

1. \(\text{|DIFFITS(i)|} \geq 2 \sqrt{\dfrac{p+1}{n-p-1}}\)

2. Cook’s distance

\(\text{D(i)} \geq F_{0.5}(p+1,n-p-1)\)

3. COVRATIO

\(\text{|COVRATIO(i)}-1| \geq \dfrac{3(p+1)}{n}\)