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Regression Leverage Formula (Jerry W. Lewis or Mike Middleton)already have DFITS formula
I have been trying to figure out the leverage formula for a set of X Y
values X Y 75 16 83 20 85 25 85 27 92 32 97 48 99 48 Using the data analysis add-in and adding residuals then running regression gives me Predicted Y, Residuals and Standard Residuals, If my data was in A2:B8 (X and Y) and C2 housed this formula =SLOPE($B $2:$B$8,$A$2:$A$8)*A2+INTERCEPT($B$2:$B$8,$A$2:$A$ 8) which gives me my predicted y and D2 housed B2-C2 which gives me my residuals then E2 housed =D2*D2 which gives me my residuals squared. What I am looking for in cell F2 is HI1(the weight of the leverage value (y value) for the ith residual). I have the values for the Leverage but do not know how they were derived. F2:F8 0.53588 0.200997 0.163787 0.163787 0.180066 0.331229 0.424252 I have the DFITS formula in G2: =D2*SQRT((7-2-1)/(SUM($E$2:$E$8)*(1-F2)-E2))*SQRT(F2/(1-F2)) But do not know how they derived the Leverage Formula? Can you please give me some guidance? Thanks in advance |
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