[R] Model checking for glms

[ZABALZA-MEZGHANI Isabelle]

Hello,

I would like to have some advises concerning checking glms quality for
prediction. I've a glm with Gamma family and link=log, and I would like to
compute a Press statistic to check the predictivity of my model. Since my
link function is not "identity", I wonder which "Hat" matrix I should take
... Is the expression of this matrix unchanged (ie equal to
sqrt(W)%*%X%*%solve(t(X)%*%W%*%X)%*%t(X)%*%sqrt(W)) even if my link is equal
to log. Should I make a development of log ???

Thanks in advance for your help,

Regards

Isabelle Zabalza-Mezghani