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 hi is the ith element of the diagonal of the hat matrix, PL is a measure of how hi changes as a variable is added to the regression model.
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 hi is the ith element of the diagonal of the hat matrix, PL is a measure of how hi changes as a variable is added to the regression model.
Source: Wikipedia "Partial leverage" · CC BY-SA 4.0
Share this article: X · Bluesky