Hat Matrix R
If type centralBlocks then n central M times M block matrices in matrix-band.
Hat matrix r. Authors Martin Maechler maechlerstatmathethzch. This question is about the difference between the sum of lminfluence modelhat and the trace of the Hat-Matrix H X X X 1 X calculated by hand. A vector containing the diagonal of the hat matrix.
Lets take for example the cars data-set and the linear-model d i s t β s p e e d ε. Linear model trace of the hat matrix in R. It describes the influence each response value has on each fitted value.
Hastie and Tibshirani 1990. All three versions of the aggregate hat matrix contain the same information. It is useful for investigating whether one or more observations are outlying with regard to their X values and therefore might be excessively influencing the regression results.
Is it possible to have a matrix of matrices in R. Where H XXT X 1XT is an n nmatrix which puts the hat on y and is therefore referred to as the hat matrix. The default is the first choice which is a nM times nM matrix.
Sometimes also called the influence matrix or hat matrix maps the vector of response values dependent variable values to the vector of fitted values or predicted values. Für eine Einführung in Matrizen mit R beginnen wir zunächst damit wie eine Matrix in R erstellt werden kann. Zusammenfassung der qualitativsten Hat matrix in r.
Note that dimH cn n where n. The hat matrix provides a measure of leverage. The hat matrix H if trace FALSE as per default or a number trH the trace of H ie sumi Hii.
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