cook's distance 确是一个统计学词汇,用于诊断各种回归分析中是否存在异常数据.由于国内统计学书籍谬误甚多,我列出SPSS专业统计软件对cook's distance
Cook's distance.：A measure of how much the residuals of all cases would change if a particular case were excluded from the calculation of the regression coefficients.A large Cook's D indicates that excluding a case from computation of the regression statistics changes the coefficients substantially.
其意思就是,在你的数据资料中,如果某一条数据记录被排除在外,那么由此造成的回归系数变化有多大.显然,如果这个值过大,那么就表明这条数据对回归系数的计算产生了明显的影响,这条数据就是异常数据,需要好好考量是否在你的模型中使用这条数据.
