Cook's Distance

This is another measure of impact of the respective case on the regression equation. It indicates the difference between the computed B values and the values one would have obtained, had the respective case been excluded. All distances should be of about equal magnitude; if not, then there is reason to believe that the respective case(s) biased the estimation of the regression coefficients.

See also, standard residual value, Mahalanobis distance, and deleted residual.