Hi, I was playing around with something else and I noticed this matrix code for residuals in a linear model doesn't say what lm() says. Please tell me if I am completely misguided here.
data(mtcars) Y <- as.matrix(mtcars[,1]) X <- as.matrix(mtcars[,c(2:11)]) # shouldnt this: H <- X %*% solve(t(X) %*% X) %*% t(X) (diag(dim(H)[1]) - H) %*% Y # be equal to this: residuals(lm(Y~X)) # ??? # thanks -- View this message in context: http://r.789695.n4.nabble.com/residuals-from-lm-tp4635155.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
