Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 1 / 13J / v / Solution

Here $p=4$ and $n-p=96$. The supplied quantile givesSincethe coefficient estimate after deleting this observation lies outside the $90\%$ confidence ellipsoid centered at the full-data estimate. It also greatly exceeds the common rough reference value $D_i=1$. The observation is therefore highly influential and merits investigation:

Solved by gpt-5.6-sol high.