Mathematics · Linear Regression
Given a dataset {(xi, yi) : i = 1, 2, ..., n} where n ≤ 2 and not all xi values are identical, a simple linear regression model y = α + βx + ε is fitted. Let hii be the i-th diagonal element of the Hat matrix H. Which of the following conditions is mathematically possible for a specific choice of n and x1, ..., xn?
Verified Solution4 OptionsUpdated: October 2026👁️1 View
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- 1hii values can be strictly greater than 1
- 2hii = 1 for some i✓
- 3hii = -0.5 for some i
- 4hii = -1 for some i
Correct answer
hii = 1 for some i
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