Rfast2: leverage – R documentation

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leverage

Diagonal values of the Hat matrix

Description

Diagonal values of the Hat matrix.

Usage

leverage(x)

Arguments

`x`	A matrix with independent variables, the design matrix.

Details

The function returns the diagonal values of the Hat matrix used in linear regression. We did not call it "hatvalues" as R contains a built-in function with such a name.

Value

A vector with the diagonal Hat matrix values, the leverage of each observation.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr

References

Hansen, B. E. (2019). Econometrics. https://www.ssc.wisc.edu/~bhansen/econometrics/Econometrics.pdf

Examples

x <- as.matrix( iris[1:50, 1:4] )
a <- leverage(x)

Rfast2

A Collection of Efficient and Extremely Fast R Functions II

v0.0.9

GPL (>= 2.0)

Authors

Manos Papadakis, Michail Tsagris, Stefanos Fafalios and Marios Dimitriadis.

Initial release

2021-03-21