Question: Consider a problem of simple linear regression, and let ei = denote the residual of the observation Yi (i = 1, . . . ,

Consider a problem of simple linear regression, and let ei = denote the residual of the observation Yi (i = 1, . . . , n), as defined in Definition 11.3.2. Evaluate Var(ei) for given values of X1, . . . , Xn, and show that it is a decreasing function of the distance between xi and .

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It follows from the expressions for given by Eqs 1111 and 1127 that where s 2 x Since Y 1 Y n ... View full answer

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