Question: Consider the leverages for a linear model with full-rank model matrix and p parameters. a. Prove that the leverages fall between 0 and 1 and

Consider the leverages for a linear model with full-rank model matrix and p parameters.

a. Prove that the leverages fall between 0 and 1 and have a mean of p∕n.

b. Show how expression (2.10) for hii simplifies when each pair of explanatory variables is uncorrelated.

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