How to create a program to compute the Hii of the Hat Marix in matlab?
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I'm facing with the problem to compute the Hii of the Hat Matrix at shown in the picture.
Can anyone help me on how to compute? It is supposed to get a single values. However, in my code, it is appeared as 2x2 matrix. Thanks in advance
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Accepted Answer
the cyclist
on 10 Jan 2018
Is this what you want?
x = rand(10,1);
i = 3;
x(i)' .* x'*x .* x(i)
3 Comments
the cyclist
on 10 Jan 2018
I misinterpreted your notation in the example. I believe you can calculate the diagonal element as
a = [1 20;1 30;1 40]
i = 3;
Hii = a(i,:) * inv(a'*a) * a(i,:)'
and the full H matrix as
H = a * inv(a'*a) * a'
There is probably a more efficient way to calculate that, rather than using the full inverse, but I am too lazy to figure it out.
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