FW: hat matrix
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FW: hat matrix





-----Original Message-----
From: Dave Johnson [mailto:djohnson@lic.co.nz]
Sent: Thursday, 26 July 2001 10:34 AM
To: asreml@chiswick.anprod.csiro.au
Subject: hat matrix




I need some clarification on the 'hat' elements output in the .yht file.
Page 19 of the manual defines them as the diagonal elements of W(W'R
(superscript: -1)W)(superscript: -1)W'. This seems fine for a fixed model
but
for a more general mixed model should it be WC(superscript: -1)W'  where C
is
the coefficient matrix of the MME ?
Page 127 of the manual suggests using sqrt(1-hat) to alter the residuals,
but my
hat values are much greater than unity ! So it would seem that I need to
divide
my hat values by the residual variance ? But even then I get some values
greater
than 1 which doesn't seem right for a projection matrix. I am also using a
weight variable but after further multiplying by the weights I get values
less
than 1.
In summary, I want to know how to get from the hat values to the prediction
error variance [var(ehat) = var (y - yhat)] when using a weight variable.
Many thanks
DLJ



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