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- Fri Sep 27, 2013 3:34 am
- Forum: Estimation
- Topic: Cook's Distance in EViews
- Replies: 5
- Views: 6704
Re: Cook's Distance in EViews
to give you some guidance to your questions above: Cook's Distances are defined as: D(i)=(1/k)*(s(i)^2/s^2)*DFITS(i)^2 k...number of variables in the regression (including the constant) s...root mean square error (=@se; S.E. of regression in the regression output) s(i)... root mean squared error whe...