cook's distance 確是一個(gè)統(tǒng)計(jì)學(xué)詞匯,用于診斷各種回歸分析中是否存在異常數(shù)據(jù).由于國(guó)內(nèi)統(tǒng)計(jì)學(xué)書籍謬誤甚多,我列出SPSS專業(yè)統(tǒng)計(jì)軟件對(duì)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,在你的數(shù)據(jù)資料中,如果某一條數(shù)據(jù)記錄被排除在外,那么由此造成的回歸系數(shù)變化有多大.顯然,如果這個(gè)值過(guò)大,那么就表明這條數(shù)據(jù)對(duì)回歸系數(shù)的計(jì)算產(chǎn)生了明顯的影響,這條數(shù)據(jù)就是異常數(shù)據(jù),需要好好考量是否在你的模型中使用這條數(shù)據(jù).