Also called the externally Studentized residuals. The formula is:
Another presentation of this formula is:
The model that estimates the ith observation omits the ith observation from the data set. Therefore, the ith observation cannot influence the estimate. Each deleted residual has a student's t-distribution with degrees of freedom.
|s(i)2||mean square error calculated without the ith observation|
|hi|| i th diagonal element of X(X'X)–1X' |
|n||number of observations|
|p||number of terms, including the constant|
|SSE||sum of squares for error|