Diag "Hat" matrix
On Thu, 7 Jun 2001, Kenneth Cabrera wrote:
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()"?
None. You have forgotten the intercept: the design matrix for y~x1+x2+x3+x4+x5 has a first column of ones. Try using cbind(1, X). [...]
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._