Diag "Hat" matrix
Kenneth Cabrera <krcabrer at perseus.unalmed.edu.co> writes:
Hi R users:
What is the difference between in the computation of the diag of the
"hat" matrix in:
"lm.influence" and the matrix operations with "solve()" and "t()"?
I mean, this is my X matrix
x1 x2 x3 x4 x5
[1,] 0.297 0.310 0.290 0.220 0.1560
...
[16,] 0.378 0.420 0.380 0.281 0.2000 If I use: diag(X%*%solve(t(X)%*%X)%*%t(X)) I obtain: [1] 0.15248181 0.27102872 0.11476375 0.12941386 0.90455886 0.32246292 [7] 0.43858581 0.16533854 0.37415984 0.19100227 0.17023090 0.15125134 [13] 0.17855019 0.06023773 0.52137996 0.85455350 But when I use the lm.influence() function lm.influence(mt)$hat I obtain: [1] 0.1735989 0.2999146 0.2334095 0.1455117 0.9216644 0.7553856 0.4486403 [8] 0.2755802 0.4188349 0.1914242 0.1790093 0.1573939 0.1787553 0.1975511 [15] 0.5664988 0.8568274 mt is a model of the type y~x1+x2+x3+x4+x5, where y is: y [1] 17 17 35 69 69 173 173 17 17 73 17 35 69 35 35 52 As you see the differences are no too small. Where is the problem? Is only a numerical stability problem? Thank you very much for your help
The intercept? What if you use X2<-cbind(1,X) or y~x1+x2+x3+x4+x5-1
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._