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st: RE: Residuals Index Influence Plot


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Residuals Index Influence Plot
Date   Tue, 18 May 2010 19:42:03 +0100

Just one "gentleman" on the list? Well, we are a rough lot otherwise. 

I don't have the book, but -indexplot- in the user-written -modeldiag-
package should do much or all of this directly. 

-search indexplot- and look for gr0009_1 as software source. 

Nick 
n.j.cox@durham.ac.uk 

Jeff

Ladies and Gentleman,
In STATA 10, I am trying to create a residuals index influence plot, as
shown in Applied Linear Statistical Models, 4th Ed., Neter, Kutner,
Nachtsheim & Wasserman, page 382.

After creating a Cook's D variable, the STATA Syntax for the plot is as
follows:

 scatter cooksD obs, connect(1)

However, the above syntax does not label the high influence and outlier
observations in the graph.  Is there a syntax which might better label
those observations?

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