Cook's distance

In statistics, Cook's distance or Cook's D is a commonly used estimate of the influence of a data point when performing a least-squares regression analysis.[1] In a practical ordinary least squares analysis, Cook's distance can be used in several ways: to indicate influential data points that are particularly worth checking for validity; or to indicate regions of the design space where it would be good to be able to obtain more data points. It is named after the American statistician R. Dennis Cook, who introduced the concept in 1977.[2][3]

  1. ^ Mendenhall, William; Sincich, Terry (1996). A Second Course in Statistics: Regression Analysis (5th ed.). Upper Saddle River, NJ: Prentice-Hall. p. 422. ISBN 0-13-396821-9. A measure of overall influence an outlying observation has on the estimated coefficients was proposed by R. D. Cook (1979). Cook's distance, Di, is calculated...
  2. ^ Cook, R. Dennis (February 1977). "Detection of Influential Observations in Linear Regression". Technometrics. 19 (1). American Statistical Association: 15–18. doi:10.2307/1268249. JSTOR 1268249. MR 0436478.
  3. ^ Cook, R. Dennis (March 1979). "Influential Observations in Linear Regression". Journal of the American Statistical Association. 74 (365). American Statistical Association: 169–174. doi:10.2307/2286747. hdl:11299/199280. JSTOR 2286747. MR 0529533.