Does anyone know how to compute Cooks' distances for a gls class object (obtained through the nlme package)? The standard cooks.distance function only seems to work for lm class objects.
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2We could keep your question here if you would include an explanation for non-`R` users concerning what statistical procedures the functions `gls` and `lm` are implementing. That would make it accessible to many more people who could help you. If you already know the formulas in the generalized least squares setting and just want `R` code, then please flag this question for migration to [SO]. – whuber Apr 28 '14 at 22:21
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1Yes, I'm looking for specific code, so I've flagged it now to be migrated to Stack Overflow. – Apr 29 '14 at 16:08