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

Question

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

Quizplus · Accepted Answer

The hat matrix, denoted here as h_i, is used in regression analysis to identify influential data points. A common rule of thumb for identifying an influential point is when the leverage value (hat matrix diagonal element for a given observation) exceeds 2(k + 1)/n, where k is the number of independent variables and n is the number of observations. This criterion helps in identifying points that have a disproportionate influence on the model's parameters.

Using the Hat Matrix Elements Hi to Determine Influential Points

Using the Hat Matrix Elements H_i to Determine Influential Points