Relative Prediction Variance

Consider the following notation:

X

Model matrix. See Model Matrix. Custom designs provide a script that shows the model matrix. See Save X Matrix.

σ2

Error variance.

Vector of least squares estimates of the parameters.

The ith row of X.

Using this notation, the predicted response for the ith row of X is given by:

The relative prediction variance at the settings defined by is given by:

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