Dodge, Yadolah; Hadi, Ali - In: Journal of Applied Statistics 26 (1999) 7, pp. 817-823
In regression analysis, the matrix H = X (XTX)-1XT is known as the 'hat' or 'projection' matrix, among other names. It has been studied by many authors from different perspectives. The main area of study has been the type of measure best adapted to detect leverage points in linear regression....