[R] influence.measures for glm
tlumley at u.washington.edu
Thu May 2 18:21:18 CEST 2002
On Thu, 2 May 2002, Robert Espesser wrote:
> From the mail archives, it is not clear for me in what extend
> influence.measures is correct for
> a glm model ( family=binomial, for my problem). I'm aware of the
> existence of
> glm.diag and glm.diag.plot, but is there somewhere a function like
> influence.measures for a glm model , from which it is very easy to get a
> of the influential observations.
I think all the influence measures for lm also work for glm. Certainly
lm.influence(), which underlies them, does. Most of these measures are
defined for glms in terms of the weighted linear model fit by the last
iteration of IWLS.
Thomas Lumley Asst. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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