Show that the variance of the ith residual ei in a
Chapter 12, Problem 123MEE(choose chapter or problem)
Problem 123MEE
Show that the variance of the ith residual ei in a multiple regression model is σ2 (1− hii) and that the covariance between ei and ej is −σ2 hij where the h’s are the elements of H = X(X X)−1X’
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