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Leverage (statistics)

In statistics and in particular in regression analysis, leverage is a measure of how far away the independent variable values of an observation are from those of the other observations. High-leverage points, if any, are outliers with respect to the independent variables. That is, high-leverage points have no neighboring points in R p {\displaystyle…

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Definition and interpretations

Linear regressionDesign matrixOrtho-projection matrixRelation with Mahalanobis distance
4 related topics

Effect on residual variance

Ordinary least squaresHomoscedasticRegression residualStudentized residual
4 related topics

Properties

Idempotent matrixTrace
2 related topics

Partial leverage

ResidualsPartial regression plot
2 related topics

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Overview

Definition and interpretations

Properties

Relation to Mahalanobis distance

Relation to influence functions

Effect on residual variance

Partial leverage

Software implementations

  • Python Python (programming language)

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Map overview Semantic statistics

Leverage (statistics)

Nodes32
Edges31
Triples0
Avg. degree1.94
Density0.0625
Components1

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Important terminology Word statistics

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Important terminology

displaystyle leverage regression boldsymbol observation mathbf ii independent widehat variables sum matrix model high-leverage points partial top beta variable observations

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc

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