[R] leverage

Thomas Lumley tlumley at u.washington.edu
Wed Aug 6 16:44:20 CEST 2003

On Wed, 6 Aug 2003, jane murray wrote:

> Hi
> Can anyone help with the technique of obtaining leverages from a
> conditional logistic regression model?  The code lm.influence does not seem
> to work for this data.

If you use method="approximate" you can get delta-betas (`influence'
rather than `leverage') with resid(model, "dfbeta")

For the exact conditional likelihood there isn't really a shortcut, but
if N is the number of observations:
  sapply(1:N, function(i) coef(update(model,subset=-i)))
is perfectly feasible.


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