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

Question

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

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