Joint Modelling {JointGLM} | R Documentation |
Computes hat values for the joint model.
hat.glm(glm)
glm |
A object of the class glm. |
The expression of the genralized form for the hat matrix is given by
W^(1/2) X ( t(X) W X )^(-1) t(X) W^(1/2)
where W is diagonal matrix representing the weigths, X a matrix corresponding to explicative variables realisations.
This function returns the hat values i.e. the diagonal of the hat matrix.
Mathieu Ribatet and Bertrand Iooss