On the Bounds for Diagonal and Off-Diagonal Elements of the Hat Matrix in the Linear Regression Model

Authors

  • Mohammad Mohammadi University of Isfahan

DOI:

https://doi.org/10.57805/revstat.v14i1.179

Keywords:

Hat matrix, high-leverage, influential observations, linear regression model

Abstract

In the least squares analysis, an appropriate criterion to detect potentially influential observations, either individually or jointly, deals with the values of corresponding Hat matrix elements. Hence, some conditions for which these elements give the extreme values are interesting in the model sensitivity analysis. In this article, we find a new and sharper lower bound for off-diagonal elements of the Hat matrix in the intercept model, which is shorter than those for the no-intercept model. We give necessary and sufficient conditions on the space of design matrix, under which the corresponding Hat matrix elements get desired extreme values.

Published

2016-02-25

How to Cite

Mohammadi , M. (2016). On the Bounds for Diagonal and Off-Diagonal Elements of the Hat Matrix in the Linear Regression Model. REVSTAT-Statistical Journal, 14(1), 75–87. https://doi.org/10.57805/revstat.v14i1.179