LinearFitBySvdExternallyStudentizedResidual Method

Gives the ith studentized residual, with the ith observation removed from the model.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

public double ExternallyStudentizedResidual(
	int i
)

Parameters

i Int32: The index to the residual.

Return Value

Double
The ith externally studentized residual.

Remarks

As with the studentized residual, the expected variance of this residual is 1. Since the ith observation is excluded from the model, the externally studentized residual is better suited for outlier detection than the (normal) studentized residual.

Ref: Introduction to linear regression analysis, 3rd ed., Wiley, p.136

Reference

LinearFitBySvd Class

Altaxo.Calc.Regression Namespace