Help Please
Hello,
I want to find the whole hat matrix not only the hat values. Is there anyway
that could be extracted from lm function ?. If not, please suggest something
else.
Direct computations using chol2inv or solve are not stable if t(X)%*%X has
high determinant. In this case lm is still able to produce correct fitted
values, hat_value, residuals...etc but direct computations fail to do so. Thus
I guess extracting the hat matrix from lm function will be perfect.
Thank you
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