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LinearFitBySvdExternallyStudentizedResidual Method

Returns the i-th studentized residual, with the i-th observation removed from the model.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
Copy
public double ExternallyStudentizedResidual(
	int i
)

Parameters

i  Int32
The index of the residual.

Return Value

Double
The i-th externally studentized residual.
Remarks
As with the studentized residual, the expected variance of this residual is 1. Since the i-th 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

See Also