The residuals e; = Yi – ĝi have a natural correlation structure when the linear model assumptions are met. In particular

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The Residuals E Yi Gi Have A Natural Correlation Structure When The Linear Model Assumptions Are Met In Particular 1 (85.23 KiB) Viewed 123 times

The residuals e; = Yi – ĝi have a natural correlation structure when the linear model assumptions are met. In particular, they have a variance that is proportional to 1 - hii, where hii is the ith diagonal of the hat matrix H = x(x'x)-2x'. So sometimes studentized residuals are used instead for diagnostics: ei ri= Vô2(1 – hii) What is the distribution of the residual vector e, and what is the distribution of the ith residual e