lm_proj function

Compute projections of full predictors on to subspace of predictors

lm_proj(x, fit, sigma2, indproj, is.logistic)

Arguments

• x: Design matrix.
• fit: Matrix of fitted values for the full model.
• sigma2: Residual variance (1 for logistic regression).
• indproj: Vector of indices of the columns of x that form the projection subspace.
• is.logistic: Set to TRUE for a logistic regression model.