load('pressures.Rdata')
n <- length(pressure$Temp)
X <- matrix(cbind(rep(1, n), pressure$Temp), ncol = 2)
H <- X %*% solve(t(X) %*% X) %*% t(X)
H[12, 12]
## [1] 0.06393448
presslm <- lm(Pressure ~ Temp, data = pressure)
summary(presslm)
##
## Call:
## lm(formula = Pressure ~ Temp, data = pressure)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.25717 -0.11246 -0.05102 0.14283 0.64994
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -81.06373 2.05182 -39.51 <2e-16 ***
## Temp 0.52289 0.01011 51.74 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.2328 on 15 degrees of freedom
## Multiple R-squared: 0.9944, Adjusted R-squared: 0.9941
## F-statistic: 2677 on 1 and 15 DF, p-value: < 2.2e-16
sigma <- sum(presslm$resid) / 17
summary(presslm)$sigma
## [1] 0.2328294
presslm$residuals[12]
## 12
## 0.6499419
2 * (1 - pt(4.18, df = 14))
## [1] 0.0009258681