[R] What PRECISELY is the dfbetas() or lm.influence()$coef ?

Katki, Hormuzd (NIH/NCI) katkih at mail.nih.gov
Thu Jun 12 19:24:43 CEST 2003


	Hello.  I want to get the proper influence function for the glm
coefficients in R.  This is supposed to be inv(information)*(y-yhat)*x.  So
I am wondering what is the exact mathematical formula for the output that
the functions:

dfbeta()  OR   lm.influence()$coefficients 

return for a glm model.  I am confused because:

1. Their columns don't sum to zero as influences should.  
2. They return different "influences", so the 2 functions are doing
something different.
3. I think they divide each element by the standard error of the
corresponding coefficient, but that's not enough to resolve any
discrepancies

The documentation doesn't provide any details.  Any help would be greatly
appreciated.

> Thank you,
> Hormuzd Katki
> 
> Hormuzd Katki
> Biostatistics Branch, Division of Cancer Epidemiology and Genetics
> National Cancer Institute
> 6120 Executive Blvd. Room 8044 MSC 7244
> Rockville, MD 20852-4910
> 301-594-7818 (voice)
> 301-402-0081 (fax)
> katkih at mail.nih.gov
> 
>




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