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    A teaching note on Cook's distance - a guideline

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    Abstract
    Cook’s Distance (Di) is used for assessing influence in regression models. The usual criterion is that a point is influential if Di exceeds the median of the Fp,n-p distribution, where p is the number of regression parameters. The practice developed here at Massey Albany is to teach the guideline Di>0.7 for p=2, Di> 0.8 for p=3, Di> 0.85 for p>3, where n≥15. It is not known if this guideline is used elsewhere.
    Citation
    McDonald, B. (2002), A teaching note on Cook's distance - a guideline, Research Letters in the Information and Mathematical Sciences, 3, 122-128
    Date
    2002
    Author
    McDonald, Barry
    Publisher
    Massey University
    URI
    http://hdl.handle.net/10179/4352
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    • Research Letters in the Information and Mathematical Sciences
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