Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Diagonal of hat matrix #322

Open
VahidTehrani opened this issue Jan 10, 2018 · 0 comments
Open

Diagonal of hat matrix #322

VahidTehrani opened this issue Jan 10, 2018 · 0 comments

Comments

@VahidTehrani
Copy link

It looks something is not right with the calculation of hat matrix.

Qdiag <- lm.influence(lm(y ~ X - 1, weights = W), do.coef = FALSE)$hat / W

as far as I know, the intercept column should be dropped but it looks it is not happening and the sum of elements in the diagonal of hat matrix is equal to the number of features + 1 and I think is wrong. Please check!
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@VahidTehrani