spmodel (version 0.8.0)

hatvalues.spmodel: Compute leverage (hat) values

Description

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

Usage

# S3 method for splm
hatvalues(model, ...)
# S3 method for spautor
hatvalues(model, ...)
# S3 method for spglm
hatvalues(model, ...)
# S3 method for spgautor
hatvalues(model, ...)

Value

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

Arguments

model

A fitted model object from splm(), spautor(), spglm(), or spgautor().

...

Other arguments. Not used (needed for generic consistency).

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.

See Also

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

Examples

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