[R] residuals from lm
CharlieTheBrown77 at gmail.com
Mon Jul 2 17:58:38 CEST 2012
I was playing around with something else and I noticed this matrix code for
residuals in a linear model doesn't say what lm() says. Please tell me if I
am completely misguided here.
Y <- as.matrix(mtcars[,1])
X <- as.matrix(mtcars[,c(2:11)])
# shouldnt this:
H <- X %*% solve(t(X) %*% X) %*% t(X)
(diag(dim(H)) - H) %*% Y
# be equal to this:
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