Using the Cook's distance statistic Di to determine influential points in a multiple regression model with k independent variable and n observations and letting Fv1,v 2 denote the critical value of an F distribution with v1 and v2 degrees of freedom at a 0.50 level of significance, Xi is an influential point if A) D i F k+1,n-k-1 B) D i

Question

Using the Cook's distance statistic Di to determine influential points in a multiple regression model with k independent variable and n observations and letting Fv1,v 2 denote the critical value of an F distribution with v1 and v2 degrees of freedom at a 0.50 level of significance, Xi is an influential point if A) D i > F k+1,n-k-1 B) D i < F n-k-1,k+1 C) D i < F k+1,n-k-1 D)D i >F n-k-1,k+1

Quizplus · Accepted Answer

According to the formula for Cook's distance, Xi is an influential point if the term S1U1P1/DS1S1P0S1U1P1i is greater than the critical value Fv1,v2 at a significance level of 0.50. This can be simplified to S1U1P1> Fv1,v2*S1S1P0S1U1P1i/S1S1P0, which is the expression given in choice A. The other choices have incorrect forms for the inequality or incorrect values for the critical F statistic.

Using the Cook's Distance Statistic Di to Determine Influential Points