For the simple linear regression model, show that the elements of the hat matrix are [h_{i j}=frac{1}{n}+frac{left(x_{i}-bar{x}
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For the simple linear regression model, show that the elements of the hat matrix are
\[h_{i j}=\frac{1}{n}+\frac{\left(x_{i}-\bar{x}\right)\left(x_{j}-\bar{x}\right)}{S_{x x}} \text { and } h_{i i}=\frac{1}{n}+\frac{\left(x_{i}-\bar{x}\right)^{2}}{S_{x x}}\]
Discuss the behavior of these quantities as $x_{i}$ moves farther from $\bar{x}$,
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Related Book For
Introduction To Linear Regression Analysis
ISBN: 9781119578727
6th Edition
Authors: Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining
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