list of JackKnife data More...
#include <mclist.h>
Public Member Functions | |
JackKnifeList (unsigned int nblocks, unsigned int nprm, double maxldev, std::vector< double > maxlest) | |
constructor | |
unsigned int | getNblocks (void) const |
get the number of blocks in the current experiment | |
double | influential (unsigned int block, const std::vector< double > &ci_lower, const std::vector< double > &ci_upper) const |
bool | outlier (unsigned int block) const |
is block an outlier? |
list of JackKnife data
JackKnifeing is not suggested for the assessment of confidence intervals or variability. Instead the close link between jackknife samples and individual data points is useful to determine influential data points and outliers.
JackKnifeList::JackKnifeList | ( | unsigned int | nblocks, | |
unsigned int | nprm, | |||
double | maxldev, | |||
std::vector< double > | maxlest | |||
) | [inline] |
constructor
nblocks | number of blocks in the experiment | |
nprm | number of parameters in the model | |
maxldev | deviance of the maximum likelihood estimate on the full dataset | |
maxlest | maximum likelihood estimate of the full dataset |
double JackKnifeList::influential | ( | unsigned int | block, | |
const std::vector< double > & | ci_lower, | |||
const std::vector< double > & | ci_upper | |||
) | const |
determination of influential observations is performed by checking whether a parameter changes significantly (as defined by the confidence intervals) if one observation is omitted. Thus, if leaving out one observation results in significant changes in the estimated parameters, this observation is considered "influential".
block | index of the block to be checked | |
estimate | point estimate of the parameters in the model | |
ci_lower | lower confidence limits for each parameter in the model | |
ci_upper | upper confidence limits for each parameter in the model |
bool JackKnifeList::outlier | ( | unsigned int | block | ) | const |
is block an outlier?
determination of outliers is based on the following idea: We add a new parameter that fits the data in block perfectly. If this "modified" model is significantly better than the original model, then this block is considered an outlier.
block | index of the block to be checked |