Linear Modelinghard
0:00.0

Given the model Y=β0+β1X+ϵY = \beta_0 + \beta_1 X + \epsilon with nn observations, consider the leverage hiih_{ii} of the ii-th observation. Which statement about the diagonal elements of the hat matrix H=X(XTX)1XT\mathbf{H} = \mathbf{X}(\mathbf{X}^T\mathbf{X})^{-1}\mathbf{X}^T is mathematically correct?