Partial leverage
≈ 3 min read
Names in other languages
No names in other languages are held for this entry yet.
Article bodies are English and are not machine-translated. A name in another language is not a translation of the article.
In regression analysis, partial leverage (PL) is a measure of the contribution of the individual independent variables to the total leverage of each observation. That is, if h i is the i th element of the diagonal of the hat matrix, PL is a measure of how h i changes as a variable is added to the regression model. It is computed as: : \left(\mathrm{PL}_j\right)_i = \frac{\left(X_{j\bullet[j]}\right)_i^2}{\sum_{k=1}^n\left(X_{j\bullet[j]}\right)_k^2} where :j = index of independent variable :i = index of observation :X j·[j] = residuals from regressing X j against the remaining independent variables Note that the partial leverage is the leverage of the i th point in the partial regression plot for the j th variable. Data points with large partial leverage for an independent variable can exert undue influence on the selection of that variable in automatic regression model building procedures.
In regression analysis, partial leverage (PL) is a measure of the contribution of the individual independent variables to the total leverage of each observation. That is, if h i is the i th element of the diagonal of the hat matrix, PL is a measure of how h i changes as a variable is added to the regression model. It is computed as: \left(\mathrm{PL}_j\right)_i = \frac{\left(X_{j\bullet[j]}\right)_i^2}{\sum_{k=1}^n\left(X_{j\bullet[j]}\right)_k^2} where j = index of independent variable i = index of observation X j·[j] = residuals from regressing X j against the remaining independent variables Note that the partial leverage is the leverage of the i th point in the partial regression plot for the j th variable. Data points with large partial leverage for an independent variable can exert undue influence on the selection of that variable in automatic regression model building procedures. ==See also== Leverage Partial residual plot Partial regression plot Variance inflation factor for a multi-linear fit ==References== ==External links== Partial Leverage Plot, Dataplot manual, Statistical Engineering Division, National Institute of Standards and Technology
Text derived from https://en.wikipedia.org/w/index.php?oldid=1219454789 under CC BY-SA 4.0; modifications have been made.