DFFITS

Several measures have been given for testing for leverage and influence of a specific case in regression [linear models; see, for example, General Linear Models (GLM)); including studentized residuals, studentized deleted residuals, DFFITS, and standardized DFFITS]. Belsley et al. (1980) have suggested DFFITS, a measure that gives greater weight to outlying observations than Cook's distance. The formula for DFFITS is:

where

ei

is the error for the ith case

~

hi= 1/Ni + h

is the leverage for the ith case

For more information see Hocking (1996) and Ryan (1997).