Displaying 1 result from an estimated 1 matches for "hat_value".
Did you mean:
has_value
2012 Nov 29
3
Help
...whole hat matrix not only the hat values. Is there anyway that could be extracted from lm function ?. If not, please suggest something else.
Direct computations using chol2inv or solve are not stable if t(X)%*%X has high determinant. In this case lm is still able to produce correct fitted values, hat_value, residuals...etc but direct computations fail to do so. Thus I guess extracting the hat matrix from lm function will be perfect.
Thank you
[[alternative HTML version deleted]]