Abstract
We propose a version of Cook`s distance (called local distance) in the multivariate linear model. The proposed version is a matrix, while the existing version of Cook`s distance (called global distance) is a scalar. The existing Cook`s distance is the trace of the proposed Cook`s distance. In addition, we argue that the proposed Cook`s distance has a more natural extension of the Cook`s distance in the univariate linear model than the existing Cook`s distance. An illustrative example based on a real data set is given.
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