0

As seen below from Piet De Jong, Generalized Linear Models for Insurance Data, for linear model, we can identify high leverage, if the value of leverage>2p/n (or hii > 2p/n) then the indicates the case is unusual in the space of explanatory variables.

enter image description here

enter image description here

If I have a Logit Regression/Logistic Regression, does anyone know can I use the rule of thumb that $h_{ii}>2p/n$ to identify large leverage? Or does anyone have references for the rule of thumb for hii (to identify which case is unusual in the space of explanatory variable) in logistic regression?

kjetil b halvorsen
  • 63,378
  • 26
  • 142
  • 467
  • Agree with @JonnyPhelps, better post there. Also, long shot, found this paper: https://www.researchgate.net/publication/49591408_Robust_Logistic_Diagnostic_for_the_Identification_of_High_Leverage_Points_in_Logistic_Regression_Model with some indicators that can help you – Tur Dec 21 '21 at 10:53

0 Answers0