Transcribed Image Text from this QuestionConsider the following regression model including only intercept: Y = 3, +€, i
Posted: Sun Oct 03, 2021 11:31 am
Transcribed Image Text from this QuestionConsider the following regression model including only intercept: Y = 3, +€, i = 1,...,n with i.i.de ~ N(0,0%). For this problem, assume that oz is known. (c) Recall that the standardized residual is ri- Y - % :-1, where Y - is the ith prediction value using the data yi..... Y,- 2Yi + b..., Y, without the ith observations, and s* = var(Y,-Ħ--). Recall that o is known. Find an explicit expression for s, in terms of n, o?, = 9 y/n, Y. i=1 (Hint: Note that y, and Î; -, are independent. ) (d) Show that s;-> as Y →