Re: [R] In a SLR, Why Does the Hat Matrix Depend on the Weights?

Tom La Bone wrote: > I understand that the hat matrix is a function of the predictor variable > alone. So, in the following example why do the values on the diagonal of the > hat matrix change when I go from an unweighted fit to a weighted fit? Is the > function hatvalues giving me something other

Re: [R] In a SLR, Why Does the Hat Matrix Depend on the Weights?

Because it does. I should have looked ahead a few chapters in the book before I asked the question. However, I can't seem to reproduce the values of the hat matrix given by R for the weighted fit example I gave. Any suggestions (other than looking ahead a few more chapters)? Tom [[

[R] In a SLR, Why Does the Hat Matrix Depend on the Weights?

I understand that the hat matrix is a function of the predictor variable alone. So, in the following example why do the values on the diagonal of the hat matrix change when I go from an unweighted fit to a weighted fit? Is the function hatvalues giving me something other than what I think it is?