Leverages are obtained from the hat matrix (H
), which is an n
The leverage of the ith observation is the ith diagonal element, hi of H. If hi is large, the ith observation has unusual predictors (X1i, X2i, ..., Xpi). That is, the predictor values are far from the mean vector , using Mahalanobis distance.
Leverage values fall between 0 and 1. Minitab identifies observations with leverages over 3p/n or .99, whichever is smaller, with an X in the table of unusual observations. Usually, you examine values with large leverages.
|hi||ith diagonal element of the hat matrix|
|p||number of terms in the model, including the constant|
|n||number of observations|