ith leverage value (hat-value) = (H)ii= hii, ith diagnal entry of hat matrix• The h¡¡ is considered to be large ifhii > 2 * h = 2 *k + 1 = # of parameters,k + 1nn = # of sample,where Ehii = k+1h = average of diagonal entry. 2. Using the linear model ofy = Bo + B12 +€,a researcher calculated the hat-matrix H and the residual e using 6 observations.H = X(X'X)-¹X' =[0.2516 0.1101 0.3931 0.0534 0.1101 0.08180.1101 0.2044 0.0157 0.2421 0.2044 0.22330.3931 0.1572 0.7704 -0.1352 0.0157 -0.05970.0535 0.2421 -0.1352 0.3176 0.2421 0.22330.1101 0.2044 0.0157 0.2421 0.2044 0.223270.2233 0.25160.0818 0.2232 -0.0597 0.2799(c)ut σ. That is,(b) Identify observations with large leverage value.identify usta vatiCONS1 12e =-0.02]0.12-0.560.88-0.01-0.07

The leverage values are given as the diagonal elements of hat matrix H, as:hii = {0.2516, 0.2044,…

Answered: 2. Using the linear model of a…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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