Cookközépérték
Cookközépérték is a term used in statistics to measure the influence of a single observation on a statistical model, particularly in the context of linear regression. It quantifies how much the predicted value of the dependent variable changes for a unit change in the independent variable when that specific observation is included in the model compared to when it is excluded. A high Cook's distance value indicates that the observation has a significant impact on the regression coefficients and, consequently, on the overall model.
The calculation of Cook's distance involves several steps. It is derived from the residuals of the regression
Generally, a Cook's distance value greater than 1 is considered a threshold for concern, suggesting that the