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Deletion residuals

The $i^{th}$ deletion residual $e_{−i}$ is defined as $e_{−i}=y_{i}−X^{⊤}B_{−i}$ where $X^{⊤}$ is the $i^{th}$ row of the design matrix $X$ and $B_{−i}$ is a column vector of least square parameter estimates calculated without the $i^{th}$ observation. Write some annotated R code to calculate the deletion residuals when the linear model $y_{i}=B_{0}+B_{1}X_{i}+B_{2}X_{2i}+E_{i}$ is fitted to the data in the file quadratic.txt. By drawing suitable plot, comment on the distribution of these deletion residuals.

should I write what the exactly distribution?

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marked as duplicate by Andy W, jbowman, whuber Dec 5 '12 at 1:51

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

Please don't copy and paste homework assignments verbatim. Put some effort into it and show what you have done so far. As is the last sentence doesn't even make sense. – Andy W Dec 4 '12 at 23:52

Agree with Andy W.

There's no way of learning R without practice...

To make your life easier:

$$ e_{(i)}=\frac{e_i}{1-h_{ii}} $$

where $e_i = y_i - \hat{y_i}$ and $h_{ii}$ is the $i^{th}$ element of the diagonal of the matrix $H = X(X^tX)^{-1}X^t$

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how can I get vec command in R thanks – hhh Dec 5 '12 at 18:40

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