="#cook-s-distance"></a></h2>



<p>In these terms, Cook's distance is defined for a univariate response by
 $$D_I = (\mathbf{b} - \mathbf{b}_{(-I)})^T (\mathbf{X}^T \mathbf{X}) (\mathbf{b} - \mathbf{b}_{(-I)}) / p s^2 \; ,$$
 a measure of the squared distance between the coefficients \(\mathbf{b}\) for the full data set and those
 \(\mathbf{b}_{(-I)}\)
 obtained when the cases in \(I\) are deleted.</p>
<p>In the multivariate case, Cook's distance is obtained
 by replacing the vector of coefficients \(\math