Abstract
ABSTRACT: The main purpose of this paper is to verify the appropriate a level of significance for Cook's D influence statistic in order to copare it to probability points of central F- distribution with n-p degrees of freedom when one deals with simple linear regression model. Simulation studies based On 200 data sets cofirm that the a level is a function of the sample size n. In general as the sample size increases, the a level needs to be increased in order to compare Cook's D influence ststistic to the probability points of central F-distribution with p and n-p degrees of freedom and maintan a specific probability of Type I error. KEY WORDS: Hat matrix, Leverage, Power of Cook's D.