Calculates the Leverages for a GLM through a C Routine
Calculates the leverages of a GLM through a C routine. It is intended to be used only within brglm.fit
.
gethats(nobs, nvars, x.t, XWXinv, ww)
nobs
: The number of observations, i.e. dim(X)[1]
.nvars
: The number of parameters, i.e. dim(X)[1]
, where X
is the model matrix, excluding the columns that correspond to aliased parameters.x.t
: t(X)
.XWXinv
: The inverse of the Fisher information.ww
: The working weights.A vector containing the diagonal elements of the hat matrix.
Ioannis Kosmidis, ioannis.kosmidis@warwick.ac.uk
hatvalues
, brglm.fit