The Hat Matrix in Regression and ANOVA

作者: David C. Hoaglin , Roy E. Welsch

DOI: 10.1080/00031305.1978.10479237

关键词: Regression analysisStudentized residualLinear least squaresLeverage (statistics)StatisticsMathematicsApplied mathematicsInfluential observationPartial leverageOutlierData point

摘要: Abstract In least-squares fitting it is important to understand the influence which a data y value will have on each fitted value. A projection matrix known as hat contains this information and, together with Studentized residuals, provides means of identifying exceptional points. This approach also simplifies calculations involved in removing point, and requires only simple modifications preferred numerical algorithms.

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