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 |
w |
Vector of weights (should all be nonnegative), of length |
Value
An n \times n
matrix. This is the "hat matrix" for a WLS regression.
[Package svrep version 0.8.0 Index]