Which statistic is a measure of the influence of a case and depends on units of measurement of the outcome?

Which statistic is a measure of the influence of a case and depends on units of measurement of the outcome?

• A. DFFit
• B. Discrete variable
• C. DFBeta
• D. Direct effect

Answer: (C)

Influence of a case in regression diagnostics is about how much a single observation can shift the estimated relationship. DFBETA measures the change in a specific regression coefficient when that case is removed. Because those coefficients are expressed in units of the outcome per unit of the predictor, the size of the change depends on how the outcome is measured. That dependence on the outcome’s scale is exactly what makes DFBETA capture both influence and the units of the outcome. DFFIT looks at how much the fitted value for that particular observation would change when the case is deleted, which is a different notion of influence, and the other terms don’t describe this coefficient-change influence.

Influence of a case in regression diagnostics is about how much a single observation can shift the estimated relationship. DFBETA measures the change in a specific regression coefficient when that case is removed. Because those coefficients are expressed in units of the outcome per unit of the predictor, the size of the change depends on how the outcome is measured. That dependence on the outcome’s scale is exactly what makes DFBETA capture both influence and the units of the outcome. DFFIT looks at how much the fitted value for that particular observation would change when the case is deleted, which is a different notion of influence, and the other terms don’t describe this coefficient-change influence.