# Calculate Leverage Statistics in R (Example)

In statistics, being able to identify extreme x values is a key to understand our analysis: in some situations, these extreme values may influence our regression model.

Similar to an outlier, which is defined as an observation that lies in abnormal distance from other values in a sample, leverage measures how far away the data point is from the mean value. Thus, leverage statistics help us to identify extreme x values.

In order to be able to measure the impact on the results of our model, we can calculate the leverage in our observations.

In this article youâ€™ll learn how to **calculate leverage statistics** for each observation in a model in the R programming language.

The table of content has the following structure:

Letâ€™s dive into it.

## Creation of Example Data and Regression Model

For this tutorial, we will use the following data:

set.seed(999) x1 <- rnorm(10) x2 <- rnorm(10) + 0.15 * x1 x3 <- rnorm(10) + 0.30 * x1 y <- rnorm(10) + 0.1 * x1 + 0.35 * x2 - 0.2 * x3 example_data <- data.frame(x1,x2,x3,y) example_data

As you can see on the RStudio output, our example data contains four numeric columns: the variables x1-x3 as predictors and the variable y as target variable. Now, using this data, we will build a multiple linear regression model.

Based on our data, we can estimate a linear regression model by using the lm() function:

# Fit our regression model model_1 <- lm(y ~ ., example_data) # Print summary statistics of our model summary(model_1)

Once we have our model constructed, we can now calculate the leverage for each observation in our linear model.

## Calculate the Leverage Statistics Using the hatvalues() Function

In order to calculate the leverage statistics for our regression model, we can use the hatvalues() function:

# Get leverage for each observation in the data set leverage <- as.data.frame(hatvalues(model_1)) # Print leverage for each observation leverage

We have calculated the leverage statistics for every observation in our linear regression model. But typically, we may take a look at observations that have a higher value.

In order to achieve this, we can order all the observations from the greatest to the lowest value:

leverage[order(-leverage['hatvalues(model_1)']), ] # [1] 0.8050108 0.6909167 0.4638611 0.3897749 0.3801296 0.3212696 # [7] 0.2978580 0.2606953 0.2113395 0.1791445

As we can see, the largest leverage value is **0.8050**.

We can also plot our leverage statistics so that we can visualize the leverage for each point:

barplot(hatvalues(model_1), col = "aquamarine3")

The x-axis shows the index of each point in our data frame, and the y-value shows the leverage statistics for each point.

## Video, Further Resources & Summary

Do you need more explanations on how to calculate leverage statistics in R? Then you should have a look at the following YouTube video of the Statistics Globe YouTube channel.

*The YouTube video will be added soon.*

Furthermore, you could have a look at some of the other tutorials on Statistics Globe:

- Calculate Multiple Summary Statistics by Group in One Call
- Calculate a Binomial Confidence Interval in R
- Summary Statistics for data.table in R

This post shows how to **compute leverage statistics in R**. In case you have further questions, you may leave a comment below.

This page was created in collaboration with Paula Villasante Soriano. Please have a look at Paulaâ€™s author page to get more information about her academic background and the other articles she has written for Statistics Globe.

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