Mathematica 9 is now available

SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Regression Common Functions Package >

Regression Common Package Symbol

Tutorials »|See Also »|More About »

HatDiagonal

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

MORE INFORMATION

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 H is given by H=X.(X.X)^-1X where X is the design matrix.

If y is the response vector, then H.y yields the predicted response vector.

Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

Click for copyable input

HatDiagonal for a linear regression:

StandardizedResiduals PredictedResponseDelta CookD CatcherMatrix

Regression Common Functions Package

Regression Common Functions Package

© 2013 Wolfram Research, Inc.

Ask a question about this page | Suggest an improvement | Leave a message for the team