99. Continue Exercise 92. a. Find the elements of the hat matrix and use them to obtain

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99. Continue Exercise 92.

a. Find the elements of the hat matrix and use them to obtain the variance of the predicted values.

Noting the result of Exercise 98(c), compare your result with the expression for given in Section 12.4.

b. Using the diagonal elements of the hat matrix, obtain the variance of the residuals and compare with the expression given in Section 12.6.

c. Compare the variances of predicted values for an x that is close to and an x that is far from .

d. Compare the variances of residuals for an x that is close to and an x that is far from .

e. Give intuitive explanations for the results of parts

(c) and (d).

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