Observation x1 x2 x3 y 1 12.980 0.317 9.998 57.702 2 14.295 2.028 6.776 59.296 3 15.531
Question:
Observation x1 x2 x3 y 1 12.980 0.317 9.998 57.702 2 14.295 2.028 6.776 59.296 3 15.531 5.305 2.947 56.166 4 15.133 4.738 4.201 55.767 5 15.342 7.038 2.053 51.722 6 17.149 5.982 -0.055 60.466 7 15.462 2.737 4.657 50.715 8 12.801 10.663 3.408 37.441 9 13.172 2.039 8.738 55.270 10 16.125 2.271 2.101 59.289 11 14.340 4.077 5.545 54.027 12 12.923 2.643 9.331 53.199 13 14.231 10.401 1.041 41.896 14 15.222 1.22 6.149 63.264 15 15.74 10.612 -1.691 45.798 16 14.958 4.815 4.111 58.699 17 14.125 3.153 8.453 50.086 18 16.391 9.698 -1.714 48.890 19 16.452 3.912 2.145 62.213 20 13.535 7.625 3.851 45.625 21 14.199 4.474 5.112 53.923 22 16.565 8.546 8.974 56.741 23 13.322 8.598 4.011 43.145 24 15.945 8.290 -0.248 50.706 25 14.123 0.578 -0.543 56.817 To identify variance inflation outlier it is needed to test the hypothesis H0 : σ 2 ∆ = 0 and the corresponding test statistic is the R-student statistic. Thus, the R-student statistic is appropriate for testing regression outlier no matter which type of outlier exists. (a). Show that the (R−student)j has the t-distribution under H0 : σ 2 ∆ =
Step by Step Answer:
Linear Regression Analysis Theory And Computing
ISBN: 9789812834102
1st Edition
Authors: Xin Yan, Xiao Gang Su