Regression leverage

For

H = X (X^{T} X)^{- 1} X^{T}

, leverage is

h_{ii}

and residual variance is

σ^{2} (1 - h_{ii})

.

 Ancestors (6)

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Influential observation
Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 28 / 2 / i / Solution
Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 28 / 3 / a / Solution
Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 41 / 3 / iii / Solution
Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 41 / 3 / ii / Solution
Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 37 / 1 / e / Solution
Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 33 / 1 / Solution
Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 33 / 1 / Solution
Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 33 / 6 / b / Solution
Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 206 / 1 / b / Solution
Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 206 / 2 / e / Solution
Past exam of the mathematics course of the University of Cambridge / 2017 / ii / Paper 1 / 5J / iii / Solution
Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 4 / 5J / Solution
Past exam of the mathematics course of the University of Cambridge / 2026 / ii / Paper 1 / 5K / Solution
Regression diagnostics
Regression outlier
Residual-versus-fitted plot

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