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