wls_hat_matrix {svrep}R Documentation

Create the "hat matrix" for weighted least squares regression

Description

Create the "hat matrix" for weighted least squares regression

Usage

wls_hat_matrix(X, w)

Arguments

X

Matrix of predictor variables, with n rows

w

Vector of weights (should all be nonnegative), of length n

Value

An n \times n matrix. This is the "hat matrix" for a WLS regression.


[Package svrep version 0.8.0 Index]