I understand that the hat matrix is a function of the predictor variable
alone. So, in the following example why do the values on the diagonal of the
hat matrix change when I go from an unweighted fit to a weighted fit? Is the
function hatvalues giving me something other than what I think it is?
library(ISwR)
data(thuesen)
attach(thuesen)
fit <- lm(short.velocity ~ blood.glucose)
summary(fit)
hatvalues(fit)
W <- 1/blood.glucose
fit.w <- lm(short.velocity ~ blood.glucose,weights=W)
summary(fit.w)
hatvalues(fit.w)
Thanks for the help.
Tom
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