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Partial leverage

In regression analysis, partial leverage (PL) is a measure of the contribution of the individual independent variables to the total leverage of each observation. That is, if h<sub>i</sub> is the i<sup>th</sup> element of the diagonal of the hat matrix, PL is a measure of how h<sub>i</sub> changes as a variable is added to the regression model. It is computed as:

where

j = index of independent variable
i = index of observation
X<sub>j·[j]</sub> = residuals from regressing X<sub>j</sub> against the remaining independent variables

Note that the partial leverage is the leverage of the i<sup>th</sup> point in the partial regression plot for the j<sup>th</sup> variable. Data points with large partial leverage for an independent variable can exert undue influence on the selection of that variable in automatic regression model building procedures.

See also

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External links