Regression and Other Stories: Influence

Plot influence of individual points in a fitted regression. See Chapter 8 in Regression and Other Stories.

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Load packages

library("rprojroot")
root<-has_file(".ROS-Examples-root")$make_fix_file()

Fake data

x <- seq(2, 12, 1)
n <- length(x)
a <- 1
b <- 2
sigma <- 5
y <- rnorm(n, a + b*x, sigma)
least_squares_fit <- lm(y ~ x)
a_hat <- coef(least_squares_fit)[1]
b_hat <- coef(least_squares_fit)[2]

Plot histogram of the data

par(mar=c(3,3,1,1), mgp=c(1.7,.5,0), tck=-.01)
plot(x, y, ylim=c(a_hat + b_hat*min(x) - 2*sigma, a_hat + b_hat*max(x) + 2*sigma), pch=20, bty="l")
abline(a_hat, b_hat)
for (i in 1:n){
  lines(rep(x[i], 2), c(y[i], a_hat + b_hat*x[i]), lwd=0.5)
}