Diagnose for out lier detcetion §

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Notes and Ideas: §

hat matrix =

• each individual of y hat how does it related to y Itempotency matrix

we can define what is large outlier base on the varaince of the residual becasue if the variance of y is large then the residual is also large.

• Solution:
  • standarized residual
    • take the residual and divide by the standard noraml

x outliers = high leverage point(check with the hat matrix)

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Key words: §

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TAGS §