statsmodels.genmod.generalized_linear_model.GLMResults.get_hat_matrix_diag

method

GLMResults.get_hat_matrix_diag(observed=True)

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.