Use Hat Matrix
Leverage is just hii from the hat matrix.
Use hat matrix. Using the transformation matrix you can rotate translate move scale or shear the image. Write H on board. The hat matrix projection matrix P in econometrics is symmetric idempotent and positive definite.
It is useful for investigating whether one or more observations are outlying with regard to their X values and therefore might be excessively influencing the regression results. Generally the process prioritization matrix is integrated with other quality management methods such as the PDCA cycle in the Planning phase. Also the differences tend to be minor.
Hat Matrix Puts hat on Y We can also directly express the fitted values in terms of only the X and Y matrices and we can further define H the hat matrix The hat matrix plans an important role in diagnostics for regression analysis. They differ in their dimensionality. We can show that both H and I H are orthogonal projections.
The hat matrix provides a measure of leverage. The hat matrix associated with this second step is called the emphaggregate hat matrix. We call this the hat matrix because is turns Ys into Ys.
These estimates will be approximately normal in general. These estimates are normal if Y is normal. 12 Hat Matrix as Orthogonal Projection The matrix of a projection which is also symmetric is an orthogonal projection.
The matrix H is called the hat matrix because it maps the vector of observed values into a vector of fitted values. Along the way I present the proo. Which should we prefer.