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Leverage of observation

Posted: Wed Aug 26, 2020 6:50 am
by linluoau
Hi
Can anyone tell me if EViews provides the leverage of observation? I want to adjust residuals for bootstrapping. Someone told me the adjustment is necessary because the normal residuals are too narrow.
many thanks
Linden

Re: Leverage of observation

Posted: Wed Aug 26, 2020 8:13 am
by EViews Gareth

Re: Leverage of observation

Posted: Thu Aug 27, 2020 6:06 am
by linluoau
Thanks Gareth.
I found if I use the original residuals, the residual range is too narrow. However, if I use the rstudent adjusted residuals in infstats, the residual range is too wide. Any suggestions on alternative residuals that could be used?
Cheers
Linden