Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/ii/paper-1/13j/v/solution

Here and . The supplied quantile gives
Since
the coefficient estimate after deleting this observation lies outside the confidence ellipsoid centered at the full-data estimate. It also greatly exceeds the common rough reference value . The observation is therefore highly influential and merits investigation:

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