I understand what is the influence function. I'm just blocked on this exercise. We consider the regression following.
$y_i = x_i^T \beta + \epsilon_i$
Can somebody help me to calculate the influence function of $\beta$?

  • 3
    $\begingroup$ Since this relates to an exercise, please add the self-study tag, read its tag-wiki and modify your question to follow the guidelines on asking such questions. In particular, you'll need to clearly identify what you've done to solve the problem yourself, and indicate the specific help you need at the point you struck difficulty. ... but you also need to clarify something -- what quantity are you calculating the influence function of? The fitted value? $\endgroup$
    – Glen_b
    Commented Mar 29, 2016 at 23:16
  • $\begingroup$ Check out stats.stackexchange.com/questions/8344/… $\endgroup$
    – jayk
    Commented Apr 8, 2016 at 18:30


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