Hadi measure of regression influence                            [STB-11: ip3.1]
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	^hinflu^ newvar


(for use after ^fit^; see ^help fit^)



Description
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The below is loosely quoted from the abstract of Hadi (1992):

The existing influence measures are procedures designed to detect the influence
of observations on a specific regression result; the proposed (^hfinlu^) measure
is a measure of overall influence.  Fitting a regression model in practice can
have many purposes and the user may prefer to begin with an overall measure.


Description, continued
----------------------

This diagonostic possesses several desireable properties that many of the freq-
uently used diagnostics do not generally possess:  (a) invariance to location
and scale in the response variable; (b) invariance to nonsingular transforma-
tions of the explanatory variables; (c) it is an additive function of measures
of leverage and residual error; and (d) it is monotonically increasing in the
leverage values and squared residuals.


Example
-------

	. ^fit mpg weight displ^

	. ^hinflu Hi^


References
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Hadi, A. S.  1992.  A new measure of overall potential influence in linear
    regression.  ^Computational Statistics & Data Analsysis^ 14: 1-27.


Also see
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On-line:  ^help^ for ^fit^ 
    STB:  ip3.1 (STB-11)