Consider a multiple linear regression model y = X3 + e (n xp) (P x 1) where n is the sample size, p=k+1 with k is the number of regressors and E(e)-0, V(e) o² In. 1 [Note] 3(6)=3-(XX)-¹, 1-h hi-x(X'X)-¹. The Cook's distance FOR I-th observation is defined by (3-3))'(X'X)(3-B) D₁ ps² Show that 22 ha D₁ P 1-h
Consider a multiple linear regression model y = X3 + e (n xp) (P x 1) where n is the sample size, p=k+1 with k is the number of regressors and E(e)-0, V(e) o² In. 1 [Note] 3(6)=3-(XX)-¹, 1-h hi-x(X'X)-¹. The Cook's distance FOR I-th observation is defined by (3-3))'(X'X)(3-B) D₁ ps² Show that 22 ha D₁ P 1-h
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![Consider a multiple linear regression model
y
=
XB +
(nx p) (p x 1)
€
(n x 1)
(n x 1)
where n is the sample size, p=k+1 with k is the number of regressors and
E(e)=0, V(e)=o² In.
1
[Note]
3(6)
3- (X'X)-¹
h₁ = x(X'X)-¹₁,
SV
The Cook's distance FOR I-th observation is defined by
D₁
(3B))'(X'X) (3 – ß())
ps²
Show that
2²2
ha
Di
p 1-ha](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F6fb8d2d8-3257-4894-91bc-492e5f32e00a%2F7f2f7f12-429e-49c1-8472-2329724322a5%2F5pcd42_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Consider a multiple linear regression model
y
=
XB +
(nx p) (p x 1)
€
(n x 1)
(n x 1)
where n is the sample size, p=k+1 with k is the number of regressors and
E(e)=0, V(e)=o² In.
1
[Note]
3(6)
3- (X'X)-¹
h₁ = x(X'X)-¹₁,
SV
The Cook's distance FOR I-th observation is defined by
D₁
(3B))'(X'X) (3 – ß())
ps²
Show that
2²2
ha
Di
p 1-ha
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