leverage: Diagonal values of the Hat matrix
In Rfast2: A Collection of Efficient and Extremely Fast R Functions II
Diagonal values of the Hat matrix R Documentation
Diagonal values of the Hat matrix
Description
Diagonal values of the Hat matrix.
Usage
leverage(x)
Arguments
x
A matrix with independent variables, the design matrix.
Details
The function returns the diagonal values of the Hat matrix used in linear regression. We did not call it "hatvalues" as R contains
a built-in function with such a name.
Value
A vector with the diagonal Hat matrix values, the leverage of each observation.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Hansen, B. E. (2019). Econometrics.
See Also
gee.reg, bic.regs, ztp.reg
Examples
x <- as.matrix( iris[1:50, 1:4] )
a <- leverage(x)
Rfast2 documentation built on Aug. 8, 2023, 1:11 a.m.
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| Diagonal values of the Hat matrix | R Documentation |
Diagonal values of the Hat matrix
Description
Diagonal values of the Hat matrix.
Usage
leverage(x)
Arguments
x |
A matrix with independent variables, the design matrix. |
Details
The function returns the diagonal values of the Hat matrix used in linear regression. We did not call it "hatvalues" as R contains a built-in function with such a name.
Value
A vector with the diagonal Hat matrix values, the leverage of each observation.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Hansen, B. E. (2019). Econometrics.
See Also
gee.reg, bic.regs, ztp.reg
Examples
x <- as.matrix( iris[1:50, 1:4] )
a <- leverage(x)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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