Regression leverage
= Regression leverage
= Leverage
{synonym}
For $H=X(X^TX)^{-1}X^T$, leverage is $h_{ii}$ and residual variance is $\sigma^2(1-h_{ii})$.
= Regression leverage
= Leverage
{synonym}
For $H=X(X^TX)^{-1}X^T$, leverage is $h_{ii}$ and residual variance is $\sigma^2(1-h_{ii})$.