In “Cleanin' Out My Closet”, Eminem also talks about “skeletons in his closet”. But in that song he is talking about his family life, not a fictional incest rape.
Eminem claims that he is the reason he is a sucessful artist, not the shock-addicted Slim Shady. Slim Shady was just something he made up on his own, represented by drug use and blonde hair.
Eminem has a picture of Hailie tattooed on his arm, so he “gives” that arm to her.