is a possible value for the RegressionReport option which represents the diagonal of the hat matrix.
- To use HatDiagonal, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"] or Needs["NonlinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- HatDiagonal 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.