Stats Solutions

(Step-by-Step) Let x_j be the j th row of X and X_-J be the X matrix with the j th row removed. Show that var;(beta #770;_J)=σ ^2[ x_j'x_j-x_j'X_-j(X_-J'X_-j)X_-j'x_j

Question: Let \({{x}_{j}}\) be the j th row of X and \({{X}_{-J}}\) be the X matrix with the j th row removed. Show that

\[\operatorname{var}\left( {{{\hat{\beta }}}_{J}} \right)={{\sigma }^{2}}\left[ {{x}_{j}}'{{x}_{j}}-{{x}_{j}}'{{X}_{-j}}\left( {{X}_{-J}}'{{X}_{-j}} \right){{X}_{-j}}'{{x}_{j}} \right]\]

Price: $2.99
Solution: The downloadable solution consists of 1 pages
Deliverable: Word Document


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