hinflu newvar
(for use after regress; see help regress)
Description -----------
This program is a modification of STB-11: ip3.1, designed to run under Stata Version 6.0.
The below is loosely quoted from the abstract of Hadi (1992):
The existing influence measures are procedures designed to detect the influence of observations on a specific regression result; the proposed (hfinlu) measure is a measure of overall influence. Fitting a regression model in practice can have many purposes and the user may prefer to begin with an overall measure.
Description, continued ----------------------
This diagonostic possesses several desireable properties that many of the freq- uently used diagnostics do not generally possess: (a) invariance to location and scale in the response variable; (b) invariance to nonsingular transforma- tions of the explanatory variables; (c) it is an additive function of measures of leverage and residual error; and (d) it is monotonically increasing in the leverage values and squared residuals.
Example -------
. fit mpg weight displ
. hinflu Hi
References ----------
Hadi, A. S. 1992. A new measure of overall potential influence in linear regression. Computational Statistics & Data Analsysis 14: 1-27.
Modification Note: ------------------
This program has been modified by UCLA ATS to run under version 6.0 The program originally appeared as STB-11: ip3.1.
Also see --------
On-line: help for regress STB: ip3.1 (STB-11)