[R] Diag "Hat" matrix

[Kenneth Cabrera]

Hi R users:

What is the difference between in the computation of the diag of the
"hat" matrix in:
"lm.influence" and the matrix operations with "solve()" and "t()"?

I mean, this is my X matrix

        x1    x2    x3    x4     x5
 [1,] 0.297 0.310 0.290 0.220 0.1560
 [2,] 0.360 0.390 0.369 0.297 0.2050
 [3,] 0.075 0.058 0.047 0.034 0.0230
 [4,] 0.114 0.100 0.081 0.058 0.0420
 [5,] 0.229 0.213 0.198 0.142 0.0102
 [6,] 0.315 0.304 0.267 0.202 0.1470
 [7,] 0.477 0.518 0.496 0.395 0.2850
 [8,] 0.072 0.063 0.047 0.036 0.0240
 [9,] 0.099 0.092 0.074 0.056 0.0038
[10,] 0.420 0.452 0.425 0.332 0.2350
[11,] 0.189 0.178 0.153 0.107 0.0760
[12,] 0.369 0.391 0.364 0.286 0.2000
[13,] 0.142 0.124 0.105 0.077 0.0560
[14,] 0.094 0.087 0.072 0.049 0.0320
[15,] 0.171 0.161 0.145 0.094 0.0680
[16,] 0.378 0.420 0.380 0.281 0.2000

If I use:
diag(X%*%solve(t(X)%*%X)%*%t(X))
I obtain:
 [1] 0.15248181 0.27102872 0.11476375 0.12941386 0.90455886 0.32246292
 [7] 0.43858581 0.16533854 0.37415984 0.19100227 0.17023090 0.15125134
[13] 0.17855019 0.06023773 0.52137996 0.85455350

But when I use the lm.influence() function
lm.influence(mt)$hat
I obtain:
 [1] 0.1735989 0.2999146 0.2334095 0.1455117 0.9216644 0.7553856
0.4486403
 [8] 0.2755802 0.4188349 0.1914242 0.1790093 0.1573939 0.1787553
0.1975511
[15] 0.5664988 0.8568274
mt is a model of the type y~x1+x2+x3+x4+x5, where y is:
y
[1]  17  17  35  69  69 173 173  17  17  73  17  35  69  35  35  52

As you see the differences are no too small.
Where is the problem? Is only a numerical stability problem?

Thank you very much for your help


Kenneth Cabrera
krcabrer at perseus.unalmed.edu.co
krcabrer at epm.net.co
Universidad Nacional de Colombia
Sede Medellin

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