Re: [R] mahalanobis

From: Michael Friendly <friendly_at_yorku.ca>
Date: Sat, 02 Jun 2007 15:14:43 -0400

Yianni

You probably would have gotten more helpful replies if you indicated the substantiative problem you were trying to solve.

 From your description, it seems like you want to calculate leverage of predictors, (X1, X2) in the lm( y ~ X1+X2). My crystal ball says you may be an SPSS user, for whom mahalanobis D^2 of the predictors is what you have to beg for to get leverages. In R, you will get the most happiness from
?leverage.plot
in the car package.

mahalanobois D^2 are proportional to leverage.

-Michael

gatemaze_at_gmail.com wrote:
> Hi, I am not sure I am using correctly the mahalanobis distnace method...
> Suppose I have a response variable Y and predictor variables X1 and X2
>
> all <- cbind(Y, X1, X2)
> mahalanobis(all, colMeans(all), cov(all));
>
> However, my results from this are different from the ones I am getting
> using another statistical software.
>
> I was reading that the comparison is with the means of the predictor
> variables which led me to think that the above should be transformed
> into:
>
> predictors <- cbind(X1, X2)
> mahalanobis(all, colMeans(predictors), cov(all))
>
> But still the results are different....
>
> Am I doing something wrong or have I misunderstood something in the
> use of the function mahalanobis? Thanks.
>

-- 
Michael Friendly     Email: friendly AT yorku DOT ca
Professor, Psychology Dept.
York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
4700 Keele Street    http://www.math.yorku.ca/SCS/friendly.html
Toronto, ONT  M3J 1P3 CANADA

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Received on Sat 02 Jun 2007 - 19:23:17 GMT

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