[R] residuals from lm

chuck.01 CharlieTheBrown77 at gmail.com
Mon Jul 2 20:21:56 CEST 2012


nevermind...
I forgot the column of 1's for the intercept term


chuck.01 wrote
> 
> Hi, 
> 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. 
> 
> data(mtcars)
> 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)[1]) - H) %*% Y
> 
> # be equal to this:
> residuals(lm(Y~X)) 
> 
> # ???      
> # thanks
> 


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