Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 1 / 13J / v

Table of contents
- Solution v

Solution

Here

p = 4

and

n - p = 96

. The supplied quantile gives

F_{4, 96} (0.9) = 2.00.

Since

D_{i} = 3.1 > 2.00,

the coefficient estimate after deleting this observation lies outside the

90%

confidence ellipsoid centered at the full-data estimate. It also greatly exceeds the common rough reference value

D_{i} = 1

. The observation is therefore highly influential and merits investigation:

yes, its influence is concerning .

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