Question: 3. Hocking-Pendleton Data. This popular data set was constructed by Hocking and Pendelton (1982) to illustrate influential and outlier observations in regression. The data are
3. Hocking-Pendleton Data. This popular data set was constructed by Hocking and Pendelton (1982) to illustrate influential and outlier observations in regression. The data are organized as a matrix of size 26 4; the predictors x1 , x2 , and x3 are the first three columns, and the response y is the fourth column. The data are given in hockpend.dat.
(a) Fit the linear regression model with the three covariates, report the parameter estimates and Bayesian R2
(b) Is any of the 26 observations influential or outlier (in the sense of CPO and comulative)?
(c) Find the mean response and prediction response for a new observation with covariatesx1* = 10, x2* = 5, and x3* = 5. Report the corresponding 95% credible sets.
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