Using the Studentised residuals t_i to determine influential points in a multiple regression model with k independent variable and n observations and letting t_n_-k-2 denote the upper critical value of a two-tail t test with a 0.10 level of significance,X_i is an influential point if A)|t_i | t_n_-_k_-2. B)|t_i | t_n_-_k_-1. D)|t_i |

Question

Using the Studentised residuals t_i to determine influential points in a multiple regression model with k independent variable and n observations and letting t_n_-k-2 denote the upper critical value of a two-tail t test with a 0.10 level of significance,X_i is an influential point if A)|t_i | > t_n_-_k_-2. B)|t_i | < t_n_-_k_-1. C)|t_i | > t_n_-_k_-1. D)|t_i | < t_n_-_k_-2.

Quizplus · Accepted Answer

An observation is considered influential if its residual has an abnormally large absolute value. A frequently used rule is that an observation with a Studentized residual greater than 2 in absolute value may be considered influential. In this case, the upper critical value of a two-tailed t-test at the 0.10 level of significance is given by t_n_-k-2. Therefore, an observation i is influential if its Studentized residual, t_i, is greater than this critical value. Option A correctly expresses this condition.

Using the Studentised Residuals Ti to Determine Influential Points in a Multiple

Using the Studentised Residuals T_i to Determine Influential Points in a Multiple