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Does Cooks Distance tell us how much the estimated parameter values change when the ith observation is removed or how much the fitted values change when the ith observation is removed?

I'm being told both statements are true given that the fitted values are a function of the parameter values but not sure this statement 100% adds up.

Any help in understanding would be appreciated.

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1 Answer 1

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Cook's D is the sum of the squared changes in the fitted values when the ith case is deleted, divided by a scaling factor of the rank of the model multiplied by the MSE of the model.

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