I am trying to calculate the externally studentized residuals (jackknife residuals if you like) manually i.e. replicate the results that is already available from the "Save Columns" menu in the "Fit Least Sqaures" platform.
The documentation for JMP 17 doesn't list which formula is used behind the scenes, but the assumption is that it would follow literature, such as ch7.pdf (jhsph.edu) (also see attached screenshot from chapter to get context). The online documentation (https://www.jmp.com/support/help/en/17.0/#page/jmp/row-diagnostics.shtml#ww694286) wrongly states that one can only save the Studentized residuals, not the externally Studentized - this could need revision.
I have been trying the "easy" way from above, but I cannot arrive at the exact same result as JMP - depending on the dataset I can get within 4-5 decimal accuracy, but on others result differ already on the first digit, which worries me. Can someone elaborate on how JMP calculates the externally Studentized residuals? I have put together a simple dataset and added a regression model that can be used to extract residuals (no fixed factors i.e. p=0). The above formula requires the extraction of HATS as well, so these are also saved as a column (I can calculate these manually though). As the file shows everything matches fine when calculating residuals and internally Studentized residuals, but I cannot get the externally Studentized residuals to match
Formulas in columns:
A side note: Could it be considered to allow JMP to save the limits for the Studentized residuals as well? These I can calculate manually, but it is a hassle to keep track of factors and degrees of freedom manually. I would be great to be able to save these limits as a column.