hatvalues.spmodel function

Compute leverage (hat) values

Compute the leverage (hat) value for each observation from a fitted model object.

## S3 method for class 'splm'
hatvalues(model, ...)

## S3 method for class 'spautor'
hatvalues(model, ...)

## S3 method for class 'spglm'
hatvalues(model, ...)

## S3 method for class 'spgautor'
hatvalues(model, ...)

Arguments

• model: A fitted model object from splm(), spautor(), spglm(), or spgautor().
• ...: Other arguments. Not used (needed for generic consistency).

Returns

A vector of leverage (hat) values for each observation from the fitted model object.

Details

Leverage values measure how far an observation's explanatory variables are relative to the average of the explanatory variables. In other words, observations with high leverage are typically considered to have an extreme or unusual combination of explanatory variables. Leverage values are the diagonal of the hat (projection) matrix. The larger the hat value, the larger the leverage.

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
hatvalues(spmod)

See Also

augment.spmodel() cooks.distance.spmodel() influence.spmodel() residuals.spmodel()