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studentized and standarized residuals

On 08/10/2011 10:03 AM, Jen wrote:
The terms "studentized" and "standardized" are sometimes used 
differently by different authors and software packages.  In R, the 
"standardized" residuals are based on your second calculation above. 
The "studentized" residuals are similar, but involve estimating sigma in 
a way that leaves out the ith data point when calculating the ith 
residual (some authors call these the "studentized deleted residuals" or 
the "externally studentized residuals").  There is a closed form 
expression, but it is somewhat bulky.