Grocer Function

NAME

dfbeta - BKW influential observation diagnostics

CALLING SEQUENCE

[results]=dfbeta(y, arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Computes BKW (influential observation diagnostics) dfbetas, dffits, hat-matrix, studentized residuals. Plots the corresponding results.

EXAMPLE

result = dfbeta('y','x')

This example is taken from function dfbeta_d. The example provides dfbetas, dffits, hat-matrix, studentized residuals for a regression whose endogenous variable is y and exogenous variables is a matrix (as in dfbeta_d), a vector or a ts x.

AUTHOR

Eric Dubois 2002