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srw
2009 Mar 05
1
hatvalues?
...o John Fox's book, "Applied Regression Analysis and Generalized Linear Models, p 245 and generate this 'R' code:
> library(car)
> attach(Davis)
# remove the NA's
> narepwt <- repwt[!is.na(repwt)]
> meanrw <- mean(narepwt)
> drw <- narepwt - meanrw
> ssrw <- sum(drw * drw)
> h <- 1/length(narepwt) + (drw * drw)/ssrw
> h
This gives me a array of values the largest of which is
> order(h, decreasing=TRUE)
[1] 21 52 17 93 30 62 158 113 175 131 182 29 106 125 123 146 91 99
So the largest "hatvalue" is
> h[21]
[...