Studentized+Residuals

Studentized Residuals (Statistical Model Validation) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | Nomenclature | Concepts

"In statistics, a **studentized residual** is the quotient resulting from division of a residual by an estimate of its standard deviation. Typically the standard deviations of residuals in a sample vary greatly from one data point to another even when the errors all have the same standard deviation, particularly in regression analysis; thus it does not make sense to compare residuals at different data points without first studentizing. It is a form of a Student's t-statistic, with the estimate of error varying between points.

"This is an important technique in the **detection of outliers** . It is named in honor of William Sealey Gosset, who wrote under the pseudonym //**Student**//, and dividing by an //estimate// of scale is called **studentizing,** in analogy with [|standardizing] and [|normalizing]." - [|Wikipedia]


 * WHAT TO DO:** Placeholder


 * Sources:**
 * Studentized residual. (2009, November 4). In //Wikipedia, The Free Encyclopedia//. Retrieved 19:12, December 5, 2009, from []
 * EMSE 271, Fall 2009