EasyDeepLearn

Standardized vs studentized residuals — the difference.

hard

Answer

  • Standardized: ri  /  (s  ⋅  (1  −  hii))r_{i}\; / \;(s\; \cdot \; \sqrt (1\; - \;h_{\mathrm{ii}})) — divides raw residual by its SE.
  • Studentized (internally): same but using s (uses point i to estimate σ).
  • Externally studentized: uses s_(-i) (deletes point i from σ estimate) → follows tn−p−1t_{n - p - 1} exactly, standard for outlier tests.
  • Rule: |externally studentized| > 3 usually flags an outlier.
  • Any regression diagnostics package reports both.
Check yourself — multiple choice
  • Same thing
  • Standardized: raw / SE(residual); externally studentized: SE excluding point i → follows t exactly; |ext. stud| > 3 flags outliers
  • Random
  • Only for logistic

Externally studentized residual > 3 → outlier.

#regression

Practise Statistics Fundamentals

215 interview questions in this topic.

Read the lessonFlashcardsTake the quiz

Related questions