Cook's distance

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Overview

In statistics, the Cook's distance is a commonly used estimate of the influence of a data point when doing least squares regression. Cook's distance measures the effect of deleting a given observation. Data points with large residuals (outliers) and/or high leverage may distort the outcome and accuracy of a regression. Points with a Cook's distance of 1 or more are considered to merit closer examination in the analysis.

See Also

• DFFITS

References

• Cook, R. Dennis. 1977. "Detection of Influential Observations in Linear Regression." Technometrics 19:15-18.
• Cook, R. Dennis. 1979. "Influential Observations in Linear Regression." Journal of the American Statistical Association 74: 169-174.
• Frederick O. Lorenz, "Teaching about Influence in Simple Regression", Teaching Sociology, Vol. 15, No. 2, Teaching Research Methods and Statistics. (Apr., 1987), pp. 173-177.

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Procedure for calculating Cook's distance