regression_diagnostics
Turn on regression diagnostics
Specification
Alias: None
Arguments: None
Default: no regression diagnostics
Description
When regression_diagnostics (NL2SOL’s rdreq) is specified and
a positive-definite final Hessian approximation H is computed, NL2SOL
computes and prints a regression diagnostic vector RD such that if
omitting the i-th observation would cause alpha times the change in
the solution that omitting the j-th observation would cause, then
\(RD[i] = |alpha| RD[j]\). The finite-difference step-size
tolerance affecting H is
fd_step_size
(NL2SOL’s delta0 and dltfdc).
