DFBETAS

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DFBETAS

Salbod
Is there a test of significance available for DFBETAS?

TIA,

Stephen Salbod, Pace University, NYC
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Re: DFBETAS

Salbod
Thanks Matt, for the link. I was just curious about the distribution of DFBETAS.

-----Original Message-----
From: Zack, Matthew M. (CDC/ONDIEH/NCCDPHP) [mailto:[hidden email]]
Sent: Tuesday, April 17, 2012 5:06 PM
To: Salbod, Mr. Stephen
Subject: RE: DFBETAS

In the SAS (!?) manual for regression diagnostics, an absolute value of 2 is described as a cutoff for DFBETAs, and an absolute value of 2/square root(number of observations) is described as a size-adjusted cutoff for DFBETAs:

  http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_reg_sect040.htm

This Internet site also cites the 1980 reference for this regression diagnostic.


Matthew Zack


-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of Salbod
Sent: Tuesday, April 17, 2012 12:54 PM
To: [hidden email]
Subject: DFBETAS

Is there a test of significance available for DFBETAS?

TIA,

Stephen Salbod, Pace University, NYC

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