Hi Dieter,
Yes, I understand the definition of studentized residuals and I also know that
studentizing the residuals is an easy exercise. However, I need the hat
('leverage')-values to studentize the residuals. I tried to use hatvalues() to
obtain the leverage values but while it works on glm and lm objects, it doesn't
work on nls() objects.
I also tried to do this:
X <- model.matrix(model) # where model is an nls() object
H <- X %*% solve( t(X) %*% X ) %*% t(X)
hatvalues <- diag(H)
But model.matrix didn't work either.
That is why I posted the question of getting the studentized residuals or the
leverage values of nls() objects. I hope you don't misunderstand me, I'm sorry
the original post came across as a 'homework' question.
Many thanks,
Xingli
(P.S. I saw your reply on CRAN. However I didn't get the daily digest, so I am
replying to your previous post. Sorry about that!)
------------------------------
Message: 72
Date: Mon, 6 Apr 2009 12:39:07 -0700
From: <rkevinbur...@charter.net>
Subject: Re: [R] Need help in calculating studentized
residuals/leverage values of non-linear model [nls()]
To: Dieter Menne <dieter.me...@menne-biomed.de>,
r-h...@stat.math.ethz.ch
Message-ID: <20090406153907.97vpo.402395.r...@mp16>
Content-Type: text/plain; charset=utf-8
Is the output of residuals() the studentized residuals or just the residuals?
---- Dieter Menne <dieter.me...@menne-biomed.de> wrote:
> Giam Xingli <giam <at> nus.edu.sg> writes:
>
> > I hope I can get advice regarding the calculation of leverage values or
> > studentized residual values of a non-linear regression model. It seems
> > like
> > rstudent() does not work on a nls object.
>
> residuals() should work for nls.
>
> Dieter
>
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