Using the Cook's distance statistic D_i to determine influential points in a multiple regression model with k independent variable and n observations and letting denote the critical value of an F distribution with v₁ and v₂ degrees of freedom at a 0.50 level of significance,X_i is an influential point if A)D_i F_n_-_k_-1,_k_+1.

Question

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

Quizplus · Accepted Answer

Cook's distance D_i is used to identify influential data points in regression analysis. A point is considered influential if D_i is greater than a critical value from the F distribution with degrees of freedom v₁ = k+1 and v₂ = n-k-1.

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

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