HatDiagonal

As of Version 7.0, has become a property of LinearModelFit and NonlinearModelFit.


is a possible value for the RegressionReport option which represents the diagonal of the hat matrix.

DetailsDetails

  • To use , you first need to load the Regression Common Functions Package. You can do this by using or , which will automatically load the Regression Common Functions Package, or you can load the package directly by using .
  • is used in diagnostics for influence of data points.
  • The hat matrix is given by where is the design matrix.
  • If is the response vector, then yields the predicted response vector.