Rhetorical: The reference here is to Jesus’ prayers in their midst. However, this reference combined with the previous verse suggests that this has its greatest reference in the Lord’s prayer give specifically as the model. At the end of the admonition to follow his model of prayer, Jesus notes “I am the light; I have set an example for you.”
What Jesus has been doing at this point is reinforcing the earlier Sermon by intentionally cutting snips of information from the that sermon and reprising them. This tells us precisely where to look for the referent of this final phrase. It comes from early in the Sermon:
3 Nephi 12:14-15
14 Verily, verily, I say unto you, I give unto you to be the light of this people. A city that is set on a hill cannot be hid.
15 Behold, do men light a candle and put it under a bushel? Nay, but on a candlestick, and it giveth light to all that are in the house;
The original context in the sermon was an admonition for Jesus’ followers to be lights to the world. At this point, Jesus notes that he leads the way. He is the light and model for us, and as we follow him, then we can be the light and model to the world.
Translation: As we examined the Sermon on the Mount we noted that the particular Sermon that was included was the modified Matthean text. In spite of that surface text, however, Jesus did preach something akin to the Sermon on the Mount to those assembled in Bountiful, and these phrases indicated that there is not an insignificant overlap in the content of the information presented. The language may be specific to the Matthean version, but it is faithfully reproducing concepts presented to the Bountiful saints.