Influence Function (S4 generic) of a Fitted Model
Returns a matrix containing the influence function of a fitted model, e.g., a "vglm" object.
Influence(object, ...) Influence.vglm(object, weighted = TRUE, ...)
object |
an object, especially that of class |
weighted |
Logical. Include the prior weights?
Currently only |
... |
any additional arguments such as to allow or disallow the prior weights. |
Influence functions are useful in fields such as sample survey theory, e.g., survey. For each i=1,...,n, the formula is approximately -I U where I is the weighted Fisher information matrix and U is the ith score vector.
An n by p.vlm matrix.
This function is currently experimental and defaults may change.
Use with caution!
The functions here should not be confused with
lm.influence.
vglm,
vglm-class,
survey.
pneumo <- transform(pneumo, let = log(exposure.time)) fit <- vglm(cbind(normal, mild, severe) ~ let, acat, data = pneumo) coef(fit) # 8-vector Influence(fit) # 8 x 4 all(abs(colSums(Influence(fit))) < 1e-6) # TRUE
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