High Quality Content by WIKIPEDIA articles! 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...
High Quality Content by WIKIPEDIA articles! 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.
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