[R] Hat values for generalized additive models
Simon Wood
snw at mcs.st-and.ac.uk
Tue Sep 10 11:18:03 CEST 2002
> Is there a simple way to get the hat values out of a GAM object?
>
- No, but there ought to be and I'll get on to it.
> Looking through the code, I couldn't see anywhere where the hat matrix is
> constructed. I tried the appended patch (against mgcv_0.8-1.tar.gz). This
> returns sensible hat values for normal errors, however the hat values using
> Poisson data don't look as good:
- Your patch looks to be doing the right thing to me, but I've not tried
running it yet. I'll try it out some time today.
Simon
______________________________________________________________________
> Simon Wood snw at st-and.ac.uk http://www.ruwpa.st-and.ac.uk/simon.html
> The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK
> Direct telephone: (0)1334 463799 Indirect fax: (0)1334 463748
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