Cooksd
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Purpose
Calculates Cooks Distance for samples in a regression model.
Synopsis
- distances = plotscores(model)
Description
Cooks distance measures how much the model would change if a given sample is left out. Specifically, Cooks distance is a metric of how much all of the fitted values change when the ith sample is removed. A larger distance value indicates a sample has a stronger influence on the fitted values.
- Distance > 0.5: ith sample may be influential and may be worthy of further investigation.
- Distance > 1: ith sample is quite likely to be influential.
Inputs
- model = A standard model structure.
(Note: Currently only PLS models are supported.)
Outputs
- distances = An m-by-1 vector of the calculated Cooks distances for each sample.