[R] Externally studentized residuals for Generalized Least Squares model (gls, package: nlme)
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Mon Oct 15 18:47:07 CEST 2012
Having estimated a generalized least squares model using gls (non-diagonal covariance matrix, one structural parameter estimated from the data), I wonder whether there is an efficient way to compute jackknifed/externally studentized residuals. The residuals.gls method does not offer this possibility; neither have I found any mention of the hat-matrix in the documentation.
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