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 Xi denote the X matrix with the ith row X'deleted. Without loss of generality, we can partition X as X X x so we can write XX XY X Xia', or XX XX ; Verify the formula XXxxXXX XiXX hii where hii x;XXx; 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.
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