Message-ID: <1341244718844-4635155.post@n4.nabble.com>
Date: 2012-07-02T15:58:38Z
From: chuck.01
Subject: residuals from lm
Hi,
I was playing around with something else and I noticed this matrix code for
residuals in a linear model doesn't say what lm() says. Please tell me if I
am completely misguided here.
data(mtcars)
Y <- as.matrix(mtcars[,1])
X <- as.matrix(mtcars[,c(2:11)])
# shouldnt this:
H <- X %*% solve(t(X) %*% X) %*% t(X)
(diag(dim(H)[1]) - H) %*% Y
# be equal to this:
residuals(lm(Y~X))
# ???
# thanks
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