
CATCHER MATRIXName:
The X matrix is typically a design matrix for a multiple linear regression. The catcher matrix is useful for many regression diagnostic computations. For example, the help for the FIT command describes the use of the catcher matrix in generating partial regression plots, partial leverage plots, and variance inflation factors. This command simplifies writing macros to compute these, as well as other, regression diagnostics. Although this matrix can also be computed using Dataplot matrix commands, this requires the creation of a large number of data columns.
where <mat1> is the design matrix for which the catcher matrix is to be computed; <mat2> is a matrix where the resulting catcher matrix is saved; and where the <SUBSET/EXCEPT/FOR qualification> is optional (and rarely used in this context).
"Applied Regression Analysis", 2nd ed., Draper and Smith, John Wiley, 1981. "Residuals and Influence in Regression", Cook and Weisberg, Chapman and Hall, 1982. "Regression Diagnostics", Belsley, Kuh, and Welsch, John Wiley, 1980.
DIMENSION 100 COLUMNS SKIP 25 READ HALD647.DAT Y X1 X2 X3 X4 SKIP 0 LET N = SIZE X1 LET X0 = SEQUENCE 1 1 N WRITE TEMP.DAT X0 X1 X2 X3 X4 DELETE X0 X1 X2 X3 X4 READ MATRIX TEMP.DAT X LET C = CATCHER MATRIX X PRINT CThis generates the following output: MATRIX C  13 ROWS  5 COLUMNS VARIABLESC1 C2 C3 C4 C5 0.4011422E02 0.2106577E01 0.3952163E02 0.2795892E01 0.1151358E01 0.1588606E01 0.1082202E01 0.2104739E02 0.9455606E03 0.5202264E02 0.6491054E01 0.3285703E01 0.3380285E02 0.2794100E01 0.6873165E02 0.9498145E02 0.1991004E01 0.3383397E02 0.7536128E02 0.2286427E02 0.1443816E01 0.3764334E01 0.9528174E02 0.3966242E01 0.8826852E02 0.2858971E01 0.2079069E01 0.1318561E02 0.1466443E01 0.3797196E02 0.4519707E01 0.3504255E02 0.6955454E02 0.2207738E01 0.7556211E02 0.9131871E02 0.9094987E02 0.6867160E02 0.2402785E01 0.2229009E03 0.6397810E02 0.1138435E01 0.1831780E02 0.4145637E02 0.6963555E03 0.6396443E02 0.5269508E01 0.9566874E02 0.2026298E01 0.4618318E02 0.2705855E01 0.1574513E02 0.6509373E02 0.1813316E01 0.8013789E03 0.3462283E01 0.1258131E01 0.2497504E02 0.1914054E01 0.1119057E02 0.5911485E01 0.3539623E01 0.5134115E02 0.4108119E01 0.5439803E02
Date created: 6/6/2002 