A teaching note on Cook's distance - a guideline

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Date
2002
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Open Access Location
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Massey University
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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.
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Keywords
Cook's Distance, Regression models
Citation
McDonald, B. (2002), A teaching note on Cook's distance - a guideline, Research Letters in the Information and Mathematical Sciences, 3, 122-128