Using the hat matrix elements hᵢ to determine influential points in a multiple regression model with k independent variable and n observations, Xᵢ is an influential point if A) hᵢ 2(k + 1)/n. C) hᵢ n(k + 1)/2.

Question

Using the hat matrix elements hᵢ to determine influential points in a multiple regression model with k independent variable and n observations, Xᵢ is an influential point if A) hᵢ < 2(k + 1)/n. B) hᵢ > 2(k + 1)/n. C) hᵢ < n(k + 1)/2. D) hᵢ > n(k + 1)/2.

Quizplus · Accepted Answer

An observation is considered influential if its hat value hᵢ is greater than 2(k + 1)/n, where k is the number of independent variables and n is the number of observations.

Using the Hat Matrix Elements Hᵢ to Determine Influential Points