Message-ID: <Pine.LNX.4.31.0106071658020.3391-100000@gannet.stats>
Date: 2001-06-07T16:00:19Z
From: Brian Ripley
Subject: Diag "Hat" matrix
In-Reply-To: <3B1FA31C.D9B73C5C@perseus.unalmed.edu.co>
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
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