The Dffits statistic is a scaled measure of the change in the predicted value for the ith observation. For linear models,
is the i
th value predicted without using the i
Large absolute values of Fi indicate influential observations. A general cutoff to consider is 2; a recommended size-adjusted cutoff is .
For generalized linear models,
The Dffits statistics are stored in variables named F_yname for each response variable, where yname is the response variable name.
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