RegressionCommon`
RegressionCommon`

HatDiagonal

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

HatDiagonal

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

Details

  • 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.

Examples

Basic Examples  (1)

Sample data:

HatDiagonal for a linear regression:

Wolfram Research (2007), HatDiagonal, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/HatDiagonal.html.

Text

Wolfram Research (2007), HatDiagonal, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/HatDiagonal.html.

BibTeX

@misc{reference.wolfram_2021_hatdiagonal, author="Wolfram Research", title="{HatDiagonal}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/HatDiagonal.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_hatdiagonal, organization={Wolfram Research}, title={HatDiagonal}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/HatDiagonal.html}, note=[Accessed: 05-August-2021 ]}

CMS

Wolfram Language. 2007. "HatDiagonal." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/HatDiagonal.html.

APA

Wolfram Language. (2007). HatDiagonal. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/HatDiagonal.html