## Dfbetas

*Dfbetas* is a normalized measure of the effect of
observations on the estimated regression coefficients.
For linear models,

where (**X**'**X**)_{jj}^{-1}
is the *j*th diagonal element of
(**X**'**X**)^{-1}.
Values of *B*_{j , i} > 2
indicate observations that are influential
in estimating a given parameter.
A recommended size-adjusted cutoff is
.
For generalized linear models,

where **W** = **W**_{o} when the full
Hessian is used and **W** = **W**_{e}
when the Fisher's scoring method is used.
The dfbetas statistics are stored in variables
named **B****yname**_**xname** for each
pair of response and explanatory variables,
where **yname** is the response variable name
and **xname** is the explanatory variable name.
Up to the first two characters of the response
variable name are used to create the new variable name.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.