statsmodels.genmod.generalized_linear_model.GLMResults.get_hat_matrix_diag¶

GLMResults.get_hat_matrix_diag(observed=True)[source]¶

Compute the diagonal of the hat matrix

Parameters:¶

observedbool

If true, then observed hessian is used in the hat matrix computation. If false, then the expected hessian is used. In the case of a canonical link function both are the same.

Returns:¶

hat_matrix_diagndarray

The diagonal of the hat matrix computed from the observed or expected hessian.