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 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.