statsmodels.genmod.generalized_linear_model.GLMResults.get_hat_matrix_diag¶
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GLMResults.
get_hat_matrix_diag
(observed=True)[source]¶ Compute the diagonal of the hat matrix
Parameters: observed : bool
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_diag : ndarray
The diagonal of the hat matrix computed from the observed or expected hessian.