hat values in regression?
Posted: Tue Feb 22, 2022 1:58 am
In the standard module for linear regression, there is an option to save Cook's distance, predicted values, and residuals.
Is there also an option to save hat values? I searched but have not yet found this option, if it exists. I thought it should be somewhere, given that the module can save Cook's distance, and hatvalues() is in the stats package.
Thanks.
-- Shu Fai
Is there also an option to save hat values? I searched but have not yet found this option, if it exists. I thought it should be somewhere, given that the module can save Cook's distance, and hatvalues() is in the stats package.
Thanks.
-- Shu Fai