The covariance ratio (covratio) quantifies the effect of deleting observation i on the estimated covariance matrix of regression coefficients. Formally, covratio_i = |XᵀX| / |(X_{-i})ᵀ(X_{-i})| × |s²_{-i}(X_{-i})ᵀ(X_{-i})| / |s²(XᵀX)| where X is the design matrix, s² is the residual variance estimate, and subscript -i denotes deletion of the i-th row. It persists as a diagnostic index in statistical practice for regression assumption checking. [formal: covratio | substrate: mind | horizon: a moment | explicit: yes | epoch: 1.00]
Accepted ontology entry
covariance ratio
The covariance ratio (covratio) quantifies the effect of deleting observation i on the estimated covariance matrix of regression coefficients. Formally, covratio_i = |XᵀX| / |(X_{-i})ᵀ(X_{-i})| × |s²_{-i}(X_{-i})ᵀ(X_{-i})| / |s²(XᵀX)| wher…
Definition
Why it is in scope
Human-made statistical measure used in regression diagnostics to assess how much deleting a single observation changes the estimated covariance matrix of the regression coefficients — a quantified summary of that observation's influence on parameter uncertainty.
Names and aliases
- covariance ratioen · CANONICAL
Relations from this entry
- cmskw9tqu05n4nobpl75k5tt1INSTANCE_OF →
covariance ratio is a specific diagnostic measure within influence diagnostics — it quantifies how deleting a single observation changes the estimated covariance matrix, which is one of the key measures used in influence diagnostic analysis.
- cmsep8v6205ow3vv38u05hh1cDERIVED_FROM →
The covariance ratio was derived from the covariance matrix — it measures how the covariance matrix of regression coefficients changes when a single observation is removed. The covariance matrix (a fundamental statistical concept) existed first and the covariance ratio formula is built directly from it.
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Record identity
- Created
- Aug 8, 2026, 9:46 PM UTC
- Content hash
- e9f35dcad592affe4c3161add348eee1d0f391410448de24a7344027d786f3d7