Question: a. Express the ith residual Yi - Yi (where Yi = 0 + 1xi) in the form jYj, a linear function of the Yj's. Then

a. Express the ith residual Yi - Ŷi (where Ŷi = β̂0 + β̂1xi) in the form ΣjYj, a linear function of the Yj's. Then use rules of variance to verify that V(Yi - Ŷ) id is given by Expression (13.2).
b. It can be shown that Ŷi and Yi - Ŷi (the ith predicted value and residual) are independent of one another. Use this fact, the relation Yi = Ŷi + (Yi - Ŷi) id, and the expression for V(Ŷ) d from Section 12.4 to again verify Expression (13.2).
c. As xi moves farther away from x, what happens to V(Ŷi) id and to V(Y - Ŷi) id?

Step by Step Solution

3.45 Rating (164 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

a Where for j i and Thus VY i Y i Vc j Y j since the Y j s are independent 2 c ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

1172-M-S-L-R(9182).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!