EViews Help: infstats

Object Reference : Object View and Procedure Reference : Equation

infstats

Influence statistics.

Displays influence statistics to discover influential observations, or outliers.

Syntax

equation_name.infstats(options)

equation_name.infstats(options) stats_list [@ save_names]

If no stats_list is provided all of the statistics will be displayed. save_names is an optional list of names for storing the statistics into series in the workfile. The save_names should match the order in which the keywords in stats_list are entered.

Options

t	Show a table of the statistics (the default is to display a graph view of the specified statistics).
rows = key	The number of observations/rows to display in the table, where key can be either “50”, “100” (default), “150”, or “200”.
sort = key	Sort order for the table, where key can be “r” (Residual - default), “rs” (RStudent), “df” (DFFITS), “dr” (Dropped Residual), “cov” (COVRATIO), “h” (diagonal elements of the hat matrix).
sortdisp	Display the table by the sort order rather than by the observation order.
prompt	Force the dialog to appear from within a program.

The stats_list parameter is a list of keywords indicating which statistics to display. It may take on the values:

rstudent	The studentized residual: the t-statistic on a dummy variable that is equal to 1 on that observation only.
dffits	The scaled difference in fitted values.
drresid	Dropped residual: the estimated residual for that observation had the equation been run without that observation.
covratio	The ratio of the covariance matrix of the coefficients with and without that observation.
hatmatrix	Diagonal elements of the hat matrix:

Examples

eq1.infstats(t, rows=150, sort=rs) rstudent covratio dffits @ rstuds covs

will display a table showing the 150 largest RSTUDENT statistics, along with the corresponding COVRATIO and DFFITS statistics. It will save the RSTUDENT and COVRATIO statistics into the series in the workfile named RSTUDS and COVS, respectively.

Cross-references