Question: Consider the linear model y = X + . Let X ( i ) denote the X matrix with the ith row X'deleted. Without loss

Consider the linear model y = X+. Let X(i) denote the X matrix with the ith row X'deleted. Without loss of generality, we can partition X as X (6) X =3 x so we can write X'X = XY, X(1)+ Xia', or X,X(0)= X'X 2;2. Verify the formula (X'X)-?xx(X'X)-1(X() X(i))1=(X'X)-1+1 hii where hii = x;(X'X)-1x; is the ith diagonal element of the hat matrix. Note: This formula is the main result used to relate regression estimates with and without the ith case so that we do not need to calculate estimates from n separate regressions.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock 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

Students Have Also Explored These Related Programming Questions!