On Mon, Jul 7, 2008 at 8:35 AM, David Paez <david.paez.1 at ulaval.ca> wrote:
Hi all,
In the newest version of lme4 the function hatTrace seems to be hidden away so that R doesn't recognize it anymore.
It is there although it is not exported in the NAMESPACE file and it begins with .NotYetImplemented() so it doesn't really help much.
Does someone know another method that gets to the trace of the hat matrix so that I can calculate its DF?
It is reasonably easy to write down a formula for it but providing a calculation method that is practical for complex models fit to large data sets is not so easy. Version 0.999875-21 of the lme4 package, currently on R-forge and soon to be on CRAN, has a version of the formula at the end of the PLSvGLS vignette. The problem with evaluating the formula is that a very large sparse system of equations must be solved and doing that in the naive way can take a long time.