Regression diagnostics

Leverage (statistics)

In statistics and in particular in regression analysis, leverage is a measure of how far away the independent variable values of an observation are from those of the other observations. High-leverage points, if any, are outliers with respect to the independent variables. That is, high-leverage points have no neighboring points in space, where is the number of independent variables in a regression model. This makes the fitted model likely to pass close to a high leverage observation. Hence high-leverage points have the potential to cause large changes in the parameter estimates when they are deleted i.e., to be influential points. Although an influential point will typically have high leverage, a high leverage point is not necessarily an influential point. The leverage is typically defined as the diagonal elements of the hat matrix. (Wikipedia).

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From playlist Advanced Calculus / Multivariable Calculus

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From playlist Sect 2.7, Definition of Derivative

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From playlist Introduction and Formal Definition of the Derivative

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From playlist Sect 2.7, Definition of Derivative

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From playlist Multivariable Calculus

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From playlist Calculus Ch 3 - Derivatives

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From playlist IIT Kharagpur: Regression Analysis | CosmoLearning.org Mathematics

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From playlist Schlumberger workshop - Computational and statistical trade-offs in learning

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From playlist Exponential and Logarithmic Expressions and Equations

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From playlist NIPS 2011 Sparse Representation & Low-rank Approx Workshop

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From playlist Graduate Statistics Flipped

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From playlist Mathematics

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From playlist Calculus

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From playlist Advanced Statistics Videos

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O'Reilly Webcast Computational Thinking Just Enough Math

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From playlist O'Reilly Webcasts 3

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R - Mediation Analyses with the multilevel package

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From playlist Learn and Use G*Power

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From playlist PSY 527/627 (SPSS) Advanced Statistics with Dr. B

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From playlist Advanced Calculus / Multivariable Calculus

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From playlist Stanford ENGR108: Introduction to Applied Linear Algebra —Vectors, Matrices, and Least Squares

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From playlist Engineering Mathematics

Related pages

Cook's distance | Idempotent matrix | Covariance matrix | Outlier | Degrees of freedom (statistics) | Mahalanobis distance | Ordinary least squares | Errors and residuals | Linear regression | Regression analysis | Studentized residual | DFFITS | R (programming language) | Statistics | Partial leverage | Partial regression plot | Projection matrix | Design matrix