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Date:         Mon, 27 Feb 2012 08:09:55 -0800
Reply-To:     David Marso <>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         David Marso <>
Subject:      Re: Influence Analysis
In-Reply-To:  <>
Content-Type: text/plain; charset=us-ascii

See REGRESSION and GLM. For the Hat matrix defined as X*INV(X'X)*X' you can use the MATRIX language. data list /Y X1 to x9 (10F1). begin data 6246524526 7467677375 8628634856 7365786578 3675836578 3656375676 7823653265 8726785623 7562378562 3876586587 2658365638 5623756782 3657835432 END DATA. REGRESSION /DEP Y /METHOD ENTER X1 TO X9 / SAVE SDRESID COOK. MATRIX . GET Y / VAR Y. GET X / VAR X1 TO X9. COMPUTE HAT=X*GINV(T(X)*X)*T(X). COMPUTE HAT2=X*GINV(X). PRINT HAT. PRINT HAT2. END MATRIX.

Kgomotso Mahole wrote > > where in IBM SPSS Statistics 20 can i go to to perform a hat matrix, > studentized deleted residuals and cook's distance statistic? >

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