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.