Hi, I'm trying to implement some regression diagnostics. One of the diagnostics (leverage) requires the hat matrix.
I'm a little confused regarding the nature of this matrix. Is it supposed to be derived from the augmented matrix (ie the design matrix with a first column of ones) or is it derived from the design matrix? Now we know that leverage values are the diagonal elements of the hat matrix, so if the hat matrix is derived from the augmented matrix then what does item does H(0,0) give the leverage for? (Since in this case H(1,1) would give me the leverage for Observation 1, H(2,2) for Observation 2 and so on) TIA . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
