Using the hat matrix elements hi to determine influential points in a multiple regression model with k independent variable and n observations, Xi is an influential point if

Question

Using the hat matrix elements hi to determine influential points in a multiple regression model with k independent variable and n observations, Xi is an influential point if A)$h _ { i } < 2 ( k + 1 ) / n$ B)$h _ { i } > 2 ( k + 1 ) / n$ C)$h _ { i } < n ( k + 1 ) / 2$ D)$h _ { i } > n ( k + 1 ) / 2$

Quizplus · Accepted Answer

An observation Xi is considered influential if its leverage $h_i$ exceeds the threshold $2(k + 1)/n$, where k is the number of independent variables and n is the number of observations. This criterion helps identify points that have a disproportionate influence on the regression model.

Using the Hat Matrix Elements Hi to Determine Influential Points hi<2(k+1)/nh _ { i } < 2 ( k + 1 ) / nhi​<2(k+1)/n

Using the Hat Matrix Elements Hi to Determine Influential Points $h _ { i } < 2 ( k + 1 ) / n$