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realus
2009 Mar 05
1
hatvalues?
...t; h[21]
[1] 0.1041207
Which doesn't match the 0.714 value that is reported in the book but I will probably take that up with the author later.
Then I use more of 'R' and I get
fit <- 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(weigh...