Question: Hi, could you please help me answer three STAT question, thank you. 1. Studentized Residuals When we compute the studentized residuals, Ti 32 V (I

Hi, could you please help me answer three STAT question, thank you.

Hi, could you please help me answer three STAT question, thank you.

1. Studentized Residuals When we compute the studentized residuals, Ti 32 V (I _ PX)i,iSSres/(n _ p _1)1 as long as n p 1 is large, then we claim that 5.5 has a t(n p 1) distribution which is close to a N(U, 1). Show that actually 3%- can't have a t (n p 1) distribution by showing that Isi] 3 V1), p 1. Hint: write $87.33 as 211:1 1:52 and use the fact that (I PX)\"- E (0, 1] for all i. 2. The Outlier E'ect Consider the linear regression setting where we have n sample points with s N N(0, of) and m sample points with 8 ~ N(0, (73).1 (a) Show that for some 6 6 [0,1], n+m Z Var (sz) = 603 + (1 (5)03. i=1 1 n+m (b) Assuming that (I? 2 (c) Var (Y) = e\" ((0 WHY) = V2 1 Here, the m points could represent a few outliers in the dataset which will effect the hypothesis tests and condence intervals

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