[R] Diag "Hat" matrix

[Prof Brian Ripley]

On Thu, 7 Jun 2001, Kenneth Cabrera wrote:

> 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()"?

None.  You have forgotten the intercept: the design matrix for

y~x1+x2+x3+x4+x5

has a first column of ones.  Try using cbind(1, X).

[...]

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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