Joint Modelling {JointModeling}R Documentation

Hat values for the Joint model

Description

Computes hat values for the joint model.

Usage

hat.glm(glm)

Arguments

glm A object of the class glm.

Details

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.

Value

This function returns the hat values i.e. the diagonal of the hat matrix.

Author(s)

Mathieu Ribatet and Bertrand Iooss


[Package JointModeling version 1.0-0 Index]