(d) Let b and b(₁) be the least squares estimate of 3 with and without the i-th observation included in the data, respectively. Show that b-b(i): (XX)-¹xili 1-hii where e; = y₁ - yi = yi-b is the i-th residual when fitted on the whole data. =

MATLAB: An Introduction with Applications
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(d) Let b and b be the least squares estimate of ẞ with and without the i-th observation included in the data, respectively. Show that b - b
(¹)
(1)
where e₁ = y -hat(y), = y₁-xb is the i - th residual when fitted on the whole data.
3
Ć
b-b(i)
(X¹X) - ¹xiei
1 - hii
where ei = Yi - ŷi = yi - ab is the i-th residual when fitted on the whole data.
=
1-h
(d) Let b and b) be the least squares estimate of 3 with and without the i-th observation included in the
data, respectively. Show that
i i
Transcribed Image Text:(d) Let b and b be the least squares estimate of ẞ with and without the i-th observation included in the data, respectively. Show that b - b (¹) (1) where e₁ = y -hat(y), = y₁-xb is the i - th residual when fitted on the whole data. 3 Ć b-b(i) (X¹X) - ¹xiei 1 - hii where ei = Yi - ŷi = yi - ab is the i-th residual when fitted on the whole data. = 1-h (d) Let b and b) be the least squares estimate of 3 with and without the i-th observation included in the data, respectively. Show that i i
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