residuals from lm
FYI: As you are likely thinking: this doesn't belong here (It just occurred to me), I am questioning what I did, not the output of lm() But if someone knows why I am wrong please let me know. chuck.01 wrote
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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