The Distribution of an Arbitrary Studentized Residual and the Effects of Updating in Multiple Regression
- 1 March 1974
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 69 (345) , 199
- https://doi.org/10.2307/2285524
Abstract
It is shown that in multiple regression the quantity has a t distribution with n − p − 1 degrees of freedom, where τn is the nth studentized residual. The effects on the residuals and the sum of the squared residuals by adding a new data point to a multiple regression problem are investigated.Keywords
This publication has 0 references indexed in Scilit: