Re: [R] influence.measures(stats): hatvalues(model, ...)

2009-11-08 Thread Viechtbauer Wolfgang (STAT)
Not sure what you mean. yi <- c(2,3,2,4,3,6) xi <- c(1,4,3,2,4,5) res <- lm(yi ~ xi) hatvalues(res) X <- cbind(1, xi) diag( X%*%solve(t(X)%*%X)%*%t(X) ) Same result. Best, -- Wolfgang Viechtbauerhttp://www.wvbauer.com/ Department of Methodology and StatisticsTel: +

Re: [R] influence.measures(stats): hatvalues(model, ...)

2009-11-08 Thread Peter Ehlers
Sigmund Freud wrote: Hello: I am trying to understand the method 'hatvalues(...)', which returns something similar to the diagonals of the plain vanilla hat matrix [X(X'X)^(-1)X'], but not quite. A Fortran programmer I am not, but tracing through the code it looks like perhaps some sort of co