statsmodels.genmod.generalized_linear_model.GLMResults.get_hat_matrix_diag

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.