Properties of selected subset diagnostics in regression

Anomalies are cited in the use of subset regression diagnostics. Two leverage diagnostics are unified through canonical leverages. Other diagnostics relate one-to-one with the R-Fisher statistic, supporting exact but equivalent tests at level [alpha]. Three distance diagnostics exhibit ad hoc scalings; their distributions are characterized and ordering properties noted; one is studied further through simulation; and a properly scaled version is given. Case studies reexamine the use of selected subset diagnostics in practice.