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st: RE: Residuals Index Influence Plot


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: Residuals Index Influence Plot
Date   Tue, 18 May 2010 20:48:22 +0200

<>

***********
sysuse auto, clear
reg price weight  length
predict cooksD, cooksd
gen byte obs=_n

su cooksD, d

tw (connected cooksD obs) /* 
*/  (scatter cooksD obs if cooksD>`r(p90)', /* 
*/  mcolor(green) msymbol(triangle) mlabel(obs))

***********


HTH
Martin


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Jeff
Sent: Dienstag, 18. Mai 2010 20:34
To: [email protected]
Subject: st: Residuals Index Influence Plot

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?


Thanks in advance.

Jeffrey B. Wolpin

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