 Usage:  h = glmdiagh(bv,x{,w})  

 

 Input:



  bv                     p x p matrix, the estimated covariance 

                         matrix for the coefficients. 

                         

  x                      n x p matrix, the matrix of (observed) 

                         regressor variables. 

                         

  w                      optional, n x 1 matrix, the weights 

                         used to estimate the coefficients. 

                         

 Output:



  h                      n x 1 matrix, the diagonal elements of 

                         the `hat' matrix: 

                         W'^(1/2)X(X'WX)^(-1) X'W^(1/2). 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

