hat values

From: Dave Johnson <djohnson_at_LIC.CO.NZ>
Date: Fri May 5 10:26:21

The diagonals of the hat matrix WC-1W' are the variances of the fitted
values and my understanding is that these values are printed in the 'hat'
column in the .yht file. Now the variances of the residual vector are the
diagonal elements of R-WC-1W' (page 17 of ver 1.0 manual). When no
weighting function is used R is the identity matrix scaled by the residual
variance and therefore the diagonal elements of the hat matrix should not
exceed the residual variance. I have had some jobs where some hat values
have exceeded the S2 value (no weighting) so am I interpreting this
Dr David L. Johnson
Livestock Improvement Corporation
Private Bag 3016
Hamilton, New Zealand
Ph +64-7-8560629
Fax +64-7-8560640
Received on Wed May 05 2006 - 10:26:21 EST

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