StudentizedResiduals

As of Version 7.0, StudentizedResiduals has become a property of LinearModelFit.

is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the list of studentized residuals.

Details and Options

To use StudentizedResiduals, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
StudentizedResiduals gives the fit residuals divided by their jackknifed variance estimates.
StudentizedResiduals is equivalent to FitResiduals/Sqrt[JackknifedVariance (1 - HatDiagonal)].

Wolfram Language code: Needs["LinearRegression`"]

Sample data:

Wolfram Language code:

data = {{0.05, 90}, {0.09, 95}, {0.14, 110}, 
{0.17, 125}, {0.2, 140}, {0.21, 150}, 
{0.23, 175}, {0.25, 190}, {0.3, 210}, 
{0.35, 255}};

StudentizedResiduals for a linear regression:

Wolfram Language code: Regress[data, {1, x ^ 2}, x, RegressionReport -> {StudentizedResiduals}]

Top