search for: linear_regression

...lm(weight ~ repwt) hr <- hatvalues(fit) hr[21] 21 0.1041207 So this matches which is reasusing. My question is this, given the QR transformation and the residuals derived from that transformation what is a simple matrix formula for the hatvalues? >From http://en.wikipedia.org/wiki/Linear_regression I get residuals = y - Hy = y(I - H) or H = -(residuals/y - I) > fit <- lm(weight ~ repwt) > h <- -(residuals(fit)/weight[as.numeric(names(residuals(fit)))] - diag(1,length(residuals(fit)), length(residuals(fit)))) This generates a matrix but I cannot see any coerrelation between this...

...use it with my dataset which has around 46000 points the contours are too much rounded- it makes a circle, but data has more ellipse shape aproximation. I have tried to work with h parametr, but without success. My best result looks: https://github.com/matejuh/doschecker_wiki_images/raw/master/linear_regression/density/sm_density.png Btw. if you have some advice how to write example upper better or you have some suggestion that I can use another library I will appriciate it. Thanks in advance Matej Plch