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iii) [3 marks] Cook's distance for the ith observation is the influence mea- sure given by (6 b_i)'(XTX)(6 b_i) Di (2) p2 Use the definition
iii) [3 marks] Cook's distance for the ith observation is the influence mea- sure given by (6 b_i)'(XTX)(6 b_i) Di (2) p2 Use the definition of b_i to explain in words what does 6 - b_i represent. What does Cook's distance (D;) measure? iv) [6 marks] In this part you are asked to derive an easy computational formula for Cook's distance given in lectures. You can make use of the following result (you are not asked to prove this): (XTX)-?ciei b_i= b - (3) 1-hi where x, the ith row of design matrix X, e; is the ith raw residual and hii is the ith leverage, which can be written as hii = x+(XTX)-Fr;. Show that D, is equal to Di p 1-hii where ri is the ith internally studentized residual. (Hint: obtain the expression for b - b_i from (3) and then substitute into (2)). iii) [3 marks] Cook's distance for the ith observation is the influence mea- sure given by (6 b_i)'(XTX)(6 b_i) Di (2) p2 Use the definition of b_i to explain in words what does 6 - b_i represent. What does Cook's distance (D;) measure? iv) [6 marks] In this part you are asked to derive an easy computational formula for Cook's distance given in lectures. You can make use of the following result (you are not asked to prove this): (XTX)-?ciei b_i= b - (3) 1-hi where x, the ith row of design matrix X, e; is the ith raw residual and hii is the ith leverage, which can be written as hii = x+(XTX)-Fr;. Show that D, is equal to Di p 1-hii where ri is the ith internally studentized residual. (Hint: obtain the expression for b - b_i from (3) and then substitute into (2))
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