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Why Mathematics? | DFBETAS, Coefficient-Specific Regression Influence and Sensitivity

Why is mathematics important when one observation changes one regression coefficient? DFBETAS measures the deletion effect on a selected coefficient in standard-error units. It shows which case drives a particular slope or intercept.

Unlike a single overall influence score, DFBETAS creates a case-by-parameter map. That precision is useful when a model supports a scientific or policy interpretation.

Did you know? One case can strongly affect a slope while barely affecting another coefficient in the same model.

Full chapter index

Chapters 1–4 · Understand the question
  1. The coefficient-specific question
  2. The NIST context
  3. The standardised change
  4. A worked example
Chapters 5–9 · Reproduce the example
  1. Why standardise
  2. Sign
  3. One value per coefficient
  4. Screening conventions
  5. Compare Cook’s distance
Chapters 10–15 · Check assumptions
  1. Compare DFFITS
  2. Collinearity
  3. Interactions
  4. Data and model checks
  5. Clusters
  6. Visual workflow
Chapters 16–20 · Explore applications
  1. Spreadsheet workflow
  2. Coding workflow
  3. Applications and careers
  4. Connection to recent mathematics articles
  5. Guidance for students and parents
Chapters 21–23 · Study and verify
  1. Practice questions
  2. Frequently asked questions
  3. Useful next reading

CHAPTER 1 OF 23 · Understand the question

1. The coefficient-specific question

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A model may contain several coefficients. Deleting one case can change them unequally. DFBETAS asks how much coefficient j moves when case i is removed.

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CHAPTER 2 OF 23 · Understand the question

2. The NIST context

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NIST identifies DFBETA as a diagnostic for influence on each individual parameter, distinguishing it from Cook’s distance across parameters. Read the NIST regression-diagnostics page.

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CHAPTER 3 OF 23 · Understand the question

3. The standardised change

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A DFBETAS value divides the full-versus-deleted coefficient change by an estimated standard error from the deleted fit. State software convention and sign order.

Full slopeDeleted slopeDeleted SE
2.42.10.15
Coefficient deletion example.

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CHAPTER 4 OF 23 · Understand the question

4. A worked example

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Suppose the full slope is 2.40, the slope without case i is 2.10 and the deleted-fit standard error is 0.15. The standardised change is (2.40−2.10)/0.15=2.0.

Raw changeStandardised change
0.32.0
DFBETAS result.

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CHAPTER 5 OF 23 · Reproduce the example

5. Why standardise

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A raw change of 0.3 can be huge for a precisely estimated coefficient and minor for a noisy one. Standardisation connects movement to coefficient uncertainty.

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CHAPTER 6 OF 23 · Reproduce the example

6. Sign

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Positive means the case pulls the coefficient upward under the declared subtraction order; negative means downward. Always record the convention.

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CHAPTER 7 OF 23 · Reproduce the example

7. One value per coefficient

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With p parameters and n cases there are n×p diagnostics. Inspect the intercept, slopes and interactions separately.

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CHAPTER 8 OF 23 · Reproduce the example

8. Screening conventions

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NIST reports rough thresholds such as absolute 1 for smaller data and 2/sqrt(n) for larger data. Use them as review screens.

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CHAPTER 9 OF 23 · Reproduce the example

9. Compare Cook’s distance

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Cook’s distance can be large because several coefficients move moderately. A DFBETAS plot reveals which coefficient carries the movement.

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CHAPTER 10 OF 23 · Check assumptions

10. Compare DFFITS

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DFFITS targets a fitted value. DFBETAS targets one coefficient. Prediction and explanation can therefore flag different cases.

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CHAPTER 11 OF 23 · Check assumptions

11. Collinearity

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When predictors overlap, coefficients can change sharply under deletion. Pair DFBETAS with VIF and condition diagnostics.

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CHAPTER 12 OF 23 · Check assumptions

12. Interactions

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A case can dominate an interaction coefficient because it occupies a rare predictor combination. Interpret the corresponding design-matrix column.

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CHAPTER 13 OF 23 · Check assumptions

13. Data and model checks

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Verify records, units and encoding, then inspect nonlinearity, heteroscedasticity and omitted groups before removing a valid case.

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CHAPTER 14 OF 23 · Check assumptions

14. Clusters

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Row deletion may understate influence when an entire school, person or device forms the true sampling unit. Use group-aware methods.

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CHAPTER 15 OF 23 · Check assumptions

15. Visual workflow

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Plot DFBETAS for each coefficient with common case labels. Look for one case affecting many parameters or one parameter only.

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CHAPTER 16 OF 23 · Explore applications

16. Spreadsheet workflow

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Refit the model without each case, subtract coefficient estimates and divide by the declared deleted-fit standard error.

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CHAPTER 17 OF 23 · Explore applications

17. Coding workflow

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Use tested software and return a labelled case-by-parameter matrix, not anonymous columns. Reconcile sign conventions before comparison.

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CHAPTER 18 OF 23 · Explore applications

18. Applications and careers

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Coefficient influence matters in economics, engineering, epidemiology, education analytics and interpretable AI.

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CHAPTER 19 OF 23 · Explore applications

19. Connection to recent mathematics articles

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The VIF guide explains coefficient instability. The Cook’s-distance guide supplies the overall comparison.

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CHAPTER 20 OF 23 · Explore applications

20. Guidance for students and parents

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Students should name the coefficient and sign convention. Parents can ask whether the result depends on one unusual but valid learner, class or measurement.

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CHAPTER 21 OF 23 · Study and verify

21. Practice questions

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  • Recalculate when deleted slope is 2.25.
  • Reverse the subtraction order.
  • Explain why one case can affect an interaction more than a main effect.

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CHAPTER 22 OF 23 · Study and verify

22. Frequently asked questions

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### Is there one DFBETAS value per case? There is one for each case-coefficient pair.

### Does a large value prove bias? No. It proves sensitivity under case deletion.

### Should thresholds decide deletion? No. They trigger investigation.

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CHAPTER 23 OF 23 · Study and verify

23. Useful next reading

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Continue through the Mathematics Learning Hub and compare DFBETAS matrices before and after centring predictors.

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Extended practice laboratory

Practice case 1: Choose coefficient

Setup: Use the article’s DFBETAS example and change one declared input for case 1. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 2: Fit full model

Setup: Use the article’s DFBETAS example and change one declared input for case 2. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 3: Delete one case

Setup: Use the article’s DFBETAS example and change one declared input for case 3. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 4: Refit deleted model

Setup: Use the article’s DFBETAS example and change one declared input for case 4. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 5: Subtract estimates

Setup: Use the article’s DFBETAS example and change one declared input for case 5. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 6: Record deleted SE

Setup: Use the article’s DFBETAS example and change one declared input for case 6. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 7: Divide to DFBETAS

Setup: Use the article’s DFBETAS example and change one declared input for case 7. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 8: Preserve sign

Setup: Use the article’s DFBETAS example and change one declared input for case 8. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 9: Map all coefficients

Setup: Use the article’s DFBETAS example and change one declared input for case 9. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 10: Map all cases

Setup: Use the article’s DFBETAS example and change one declared input for case 10. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 11: Screen absolute one

Setup: Use the article’s DFBETAS example and change one declared input for case 11. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 12: Screen two over root n

Setup: Use the article’s DFBETAS example and change one declared input for case 12. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 13: Compare Cook distance

Setup: Use the article’s DFBETAS example and change one declared input for case 13. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 14: Compare DFFITS

Setup: Use the article’s DFBETAS example and change one declared input for case 14. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 15: Inspect VIF

Setup: Use the article’s DFBETAS example and change one declared input for case 15. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 16: Inspect interaction

Setup: Use the article’s DFBETAS example and change one declared input for case 16. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 17: Check transcription

Setup: Use the article’s DFBETAS example and change one declared input for case 17. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 18: Check encoding

Setup: Use the article’s DFBETAS example and change one declared input for case 18. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 19: Check cluster unit

Setup: Use the article’s DFBETAS example and change one declared input for case 19. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 20: Plot coefficient panel

Setup: Use the article’s DFBETAS example and change one declared input for case 20. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 21: Recode predictor units

Setup: Use the article’s DFBETAS example and change one declared input for case 21. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 22: Centre predictors

Setup: Use the article’s DFBETAS example and change one declared input for case 22. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 23: Refit robust model

Setup: Use the article’s DFBETAS example and change one declared input for case 23. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 24: Avoid automatic deletion

Setup: Use the article’s DFBETAS example and change one declared input for case 24. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.

Practice case 25: Write a coefficient-influence conclusion

Setup: Use the article’s DFBETAS example and change one declared input for case 25. Task: Recalculate from raw values, preserve units and state which mathematical or design condition changed.

Check: Check the relevant invariant, separate the number from its claim, and name the next diagnostic or source of evidence. Rebuild the relevant counts before interpreting the coefficient, preserve the stated design, and write one sentence separating the numerical result from the claim it can support. Then vary one defensible assumption, calculate again, and explain whether the conclusion changes because of new data, a new reference model, or a new decision purpose. Finish by naming the unit, tolerance, and evidence needed for transfer. Record one graph or table that would expose failure hidden by the summary.