linreg_h: Linear Regression Hat Matrix

Description Usage Arguments Value Author(s)

View source: R/linreg.R

Description

Calculates the hat matrix (H)

\mathbf{H} = \mathbf{X} ≤ft( \mathbf{X}^{\prime} \mathbf{X} \right)^{-1} \mathbf{X}^{\prime}

.

Usage

1

Arguments

X

The data matrix, that is an n \times k matrix of n observations of k regressors, which includes a regressor whose value is 1 for each observation.

Value

Returns the hat matrix (H).

Author(s)

Ivan Jacob Agaloos Pesigan


jeksterslabds/jeksterslabRds documentation built on July 16, 2020, 3:41 p.m.