Matrix Hat dan Residual
#sisaan
res=y-yhat
ei=res;ei
## [,1]
## [1,] -5.0280843
## [2,] 1.1463854
## [3,] -0.0497937
## [4,] 4.9243539
## [5,] -0.4443983
## [6,] -0.2895743
## [7,] 0.8446235
## [8,] 1.1566049
## [9,] 7.4197062
## [10,] 2.3764129
## [11,] 2.2374930
## [12,] -0.5930409
## [13,] 1.0270093
## [14,] 1.0675359
## [15,] 0.6712018
## [16,] -0.6629284
## [17,] 0.4363603
## [18,] 3.4486213
## [19,] 1.7931935
## [20,] -5.7879699
## [21,] -2.6141789
## [22,] -3.6865279
## [23,] -4.6075679
## [24,] -4.5728535
## [25,] -0.2125839
#matrix Hat
hat=x%*%inv_xx%*%t(x)
hat
## [,1] [,2] [,3] [,4] [,5]
## [1,] 0.101801776 5.836563e-02 0.090696618 0.008604070 0.003379654
## [2,] 0.058365632 7.070164e-02 0.075871239 0.057924633 0.047448629
## [3,] 0.090696618 7.587124e-02 0.098734764 0.036708472 0.025068223
## [4,] 0.008604070 5.792463e-02 0.036708472 0.085374793 0.078394645
## [5,] 0.003379654 4.744863e-02 0.025068223 0.078394645 0.075010496
## [6,] 0.039834054 4.845723e-02 0.046874859 0.049268377 0.046275431
## [7,] 0.040770974 7.270864e-02 0.067401659 0.074674807 0.063128457
## [8,] 0.007503068 4.328763e-02 0.024011333 0.070484538 0.068655837
## [9,] 0.067316359 -5.801581e-02 -0.025065952 -0.088463754 -0.053255885
## [10,] 0.138010053 7.379584e-02 0.124247745 -0.004747936 -0.014684085
## [11,] 0.027909453 3.167652e-03 0.002686503 0.010255256 0.023027114
## [12,] -0.027276043 2.326562e-02 -0.012501978 0.077694450 0.082229950
## [13,] 0.055753424 6.546363e-02 0.070051114 0.054434559 0.045756554
## [14,] 0.087440217 6.088959e-02 0.084513391 0.023232628 0.016821442
## [15,] 0.047542032 4.004907e-02 0.044380021 0.033801766 0.033939120
## [16,] 0.123871314 4.743351e-02 0.094385006 -0.021491100 -0.022398445
## [17,] 0.016850898 4.960263e-02 0.034594692 0.069554578 0.065685327
## [18,] -0.013512072 3.992739e-02 0.009150042 0.084275042 0.083203100
## [19,] 0.008791454 6.277491e-02 0.040813832 0.090456078 0.081765250
## [20,] 0.037960214 -4.558927e-05 0.005821260 -0.001544481 0.012569380
## [21,] -0.047482909 2.003462e-02 -0.026791682 0.090954550 0.096217704
## [22,] -0.059641499 -5.903461e-02 -0.098955440 0.015665223 0.048629137
## [23,] 0.048080882 4.013523e-02 0.044761080 0.033448163 0.033566113
## [24,] 0.109966564 5.485083e-02 0.092497668 -0.001958057 -0.005772556
## [25,] 0.027463812 6.094023e-02 0.050045529 0.072998699 0.065339409
## [,6] [,7] [,8] [,9] [,10]
## [1,] 0.039834054 0.040770974 0.0075030684 0.067316359 0.138010053
## [2,] 0.048457229 0.072708638 0.0432876271 -0.058015811 0.073795837
## [3,] 0.046874859 0.067401659 0.0240113335 -0.025065952 0.124247745
## [4,] 0.049268377 0.074674807 0.0704845379 -0.088463754 -0.004747936
## [5,] 0.046275431 0.063128457 0.0686558365 -0.053255885 -0.014684085
## [6,] 0.042866928 0.050942683 0.0444492978 0.004162463 0.041310563
## [7,] 0.050942683 0.081798674 0.0562496613 -0.096213407 0.047231469
## [8,] 0.044449298 0.056249661 0.0637255914 -0.028787396 -0.009141345
## [9,] 0.004162463 -0.096213407 -0.0287873962 0.498292159 0.063685438
## [10,] 0.041310563 0.047231469 -0.0091413449 0.063685438 0.196295947
## [11,] 0.028831654 -0.002917559 0.0293128032 0.174404907 0.014676494
## [12,] 0.041278519 0.043352619 0.0770461173 -0.003433808 -0.066088825
## [13,] 0.046960756 0.066935463 0.0423732764 -0.040411876 0.068827763
## [14,] 0.042161271 0.049330312 0.0185374732 0.032413748 0.116490876
## [15,] 0.039241034 0.037273541 0.0349100790 0.052550275 0.051555178
## [16,] 0.033880943 0.018542494 -0.0130705552 0.150606782 0.169773845
## [17,] 0.045616111 0.060917216 0.0606240475 -0.039526777 0.006337544
## [18,] 0.045477838 0.059699197 0.0762551822 -0.050204804 -0.041935085
## [19,] 0.050883528 0.080846005 0.0728446106 -0.108538928 -0.003563755
## [20,] 0.026715420 -0.010769300 0.0208485708 0.204914203 0.029468751
## [21,] 0.042267500 0.046669480 0.0890938008 -0.024027470 -0.097621267
## [22,] 0.016873425 -0.050566049 0.0567942542 0.287839521 -0.130862874
## [23,] 0.039214662 0.037185092 0.0345888074 0.053099440 0.052396043
## [24,] 0.037810124 0.033228806 0.0001632865 0.095903580 0.149859282
## [25,] 0.048345329 0.071579069 0.0592400333 -0.069243003 0.024682344
## [,11] [,12] [,13] [,14] [,15]
## [1,] 0.027909453 -0.027276043 0.055753424 0.087440217 0.04754203
## [2,] 0.003167652 0.023265620 0.065463635 0.060889593 0.04004907
## [3,] 0.002686503 -0.012501978 0.070051114 0.084513391 0.04438002
## [4,] 0.010255256 0.077694450 0.054434559 0.023232628 0.03380177
## [5,] 0.023027114 0.082229950 0.045756554 0.016821442 0.03393912
## [6,] 0.028831654 0.041278519 0.046960756 0.042161271 0.03924103
## [7,] -0.002917559 0.043352619 0.066935463 0.049330312 0.03727354
## [8,] 0.029312803 0.077046117 0.042373276 0.018537473 0.03491008
## [9,] 0.174404907 -0.003433808 -0.040411876 0.032413748 0.05255028
## [10,] 0.014676494 -0.066088825 0.068827763 0.116490876 0.05155518
## [11,] 0.086132602 0.048871547 0.009553581 0.021776127 0.04141105
## [12,] 0.048871547 0.113655699 0.025533370 -0.010765804 0.03150698
## [13,] 0.009553581 0.025533370 0.061124633 0.057684000 0.04011774
## [14,] 0.021776127 -0.010765804 0.057684000 0.078243316 0.04519960
## [15,] 0.041411053 0.031506980 0.040117743 0.045199604 0.04111077
## [16,] 0.046622177 -0.053557821 0.046979835 0.099675450 0.05175420
## [17,] 0.022826635 0.067326784 0.047668004 0.026664691 0.03574368
## [18,] 0.029625550 0.100295056 0.039391415 0.003182005 0.03209496
## [19,] 0.003905413 0.078109270 0.058429500 0.024666436 0.03340827
## [20,] 0.092330081 0.037130321 0.007011341 0.027823188 0.04317602
## [21,] 0.049172265 0.136010448 0.022666195 -0.025530678 0.02880013
## [22,] 0.150906073 0.139507483 -0.042552653 -0.055165020 0.03386901
## [23,] 0.041403034 0.030910854 0.040194200 0.045593334 0.04118295
## [24,] 0.034134999 -0.036930826 0.052943581 0.092109223 0.04905436
## [25,] 0.009974586 0.056830018 0.057110588 0.037013177 0.03632816
## [,16] [,17] [,18] [,19] [,20]
## [1,] 0.123871314 0.016850898 -0.013512072 0.008791454 3.796021e-02
## [2,] 0.047433508 0.049602629 0.039927386 0.062774914 -4.558927e-05
## [3,] 0.094385006 0.034594692 0.009150042 0.040813832 5.821260e-03
## [4,] -0.021491100 0.069554578 0.084275042 0.090456078 -1.544481e-03
## [5,] -0.022398445 0.065685327 0.083203100 0.081765250 1.256938e-02
## [6,] 0.033880943 0.045616111 0.045477838 0.050883528 2.671542e-02
## [7,] 0.018542494 0.060917216 0.059699197 0.080846005 -1.076930e-02
## [8,] -0.013070555 0.060624048 0.076255182 0.072844611 2.084857e-02
## [9,] 0.150606782 -0.039526777 -0.050204804 -0.108538928 2.049142e-01
## [10,] 0.169773845 0.006337544 -0.041935085 -0.003563755 2.946875e-02
## [11,] 0.046622177 0.022826635 0.029625550 0.003905413 9.233008e-02
## [12,] -0.053557821 0.067326784 0.100295056 0.078109270 3.713032e-02
## [13,] 0.046979835 0.047668004 0.039391415 0.058429500 7.011341e-03
## [14,] 0.099675450 0.026664691 0.003182005 0.024666436 2.782319e-02
## [15,] 0.051754197 0.035743684 0.032094958 0.033408267 4.317602e-02
## [16,] 0.165940433 -0.002835321 -0.043589029 -0.024558789 6.455784e-02
## [17,] -0.002835321 0.059432020 0.070379207 0.072614799 1.501390e-02
## [18,] -0.043589029 0.070379207 0.096260456 0.087119314 1.703512e-02
## [19,] -0.024558789 0.072614799 0.087119314 0.096448574 -9.041425e-03
## [20,] 0.064557841 0.015013901 0.017035119 -0.009041425 1.016849e-01
## [21,] -0.082902508 0.076706745 0.119530896 0.091834946 3.346354e-02
## [22,] -0.047122395 0.031995458 0.082742793 0.002177328 1.517524e-01
## [23,] 0.052536722 0.035493552 0.031582002 0.033042249 4.327380e-02
## [24,] 0.139068141 0.009913627 -0.024307158 -0.002874321 4.697276e-02
## [25,] 0.005897274 0.060799948 0.066321591 0.077645447 1.877848e-03
## [,21] [,22] [,23] [,24] [,25]
## [1,] -0.04748291 -0.059641499 0.04808088 0.1099665637 0.027463812
## [2,] 0.02003462 -0.059034610 0.04013523 0.0548508305 0.060940233
## [3,] -0.02679168 -0.098955440 0.04476108 0.0924976684 0.050045529
## [4,] 0.09095455 0.015665223 0.03344816 -0.0019580572 0.072998699
## [5,] 0.09621770 0.048629137 0.03356611 -0.0057725555 0.065339409
## [6,] 0.04226750 0.016873425 0.03921466 0.0378101244 0.048345329
## [7,] 0.04666948 -0.050566049 0.03718509 0.0332288060 0.071579069
## [8,] 0.08909380 0.056794254 0.03458881 0.0001632865 0.059240033
## [9,] -0.02402747 0.287839521 0.05309944 0.0959035796 -0.069243003
## [10,] -0.09762127 -0.130862874 0.05239604 0.1498592817 0.024682344
## [11,] 0.04917226 0.150906073 0.04140303 0.0341349988 0.009974586
## [12,] 0.13601045 0.139507483 0.03091085 -0.0369308259 0.056830018
## [13,] 0.02266620 -0.042552653 0.04019420 0.0529435814 0.057110588
## [14,] -0.02553068 -0.055165020 0.04559333 0.0921092230 0.037013177
## [15,] 0.02880013 0.033869007 0.04118295 0.0490543612 0.036328156
## [16,] -0.08290251 -0.047122395 0.05253672 0.1390681412 0.005897274
## [17,] 0.07670674 0.031995458 0.03549355 0.0099136269 0.060799948
## [18,] 0.11953090 0.082742793 0.03158200 -0.0243071581 0.066321591
## [19,] 0.09183495 0.002177328 0.03304225 -0.0028743209 0.077645447
## [20,] 0.03346354 0.151752372 0.04327380 0.0469727612 0.001877848
## [21,] 0.16527689 0.164458001 0.02801969 -0.0604600996 0.063639208
## [22,] 0.16445800 0.391575218 0.03320366 -0.0564664848 -0.007621928
## [23,] 0.02801969 0.033203660 0.04126005 0.0496818085 0.036146578
## [24,] -0.06046010 -0.056466485 0.04968181 0.1206082605 0.020002598
## [25,] 0.06363921 -0.007621928 0.03614658 0.0200025982 0.066643455
hii=diag(hat);hii
## [1] 0.10180178 0.07070164 0.09873476 0.08537479 0.07501050 0.04286693
## [7] 0.08179867 0.06372559 0.49829216 0.19629595 0.08613260 0.11365570
## [13] 0.06112463 0.07824332 0.04111077 0.16594043 0.05943202 0.09626046
## [19] 0.09644857 0.10168486 0.16527689 0.39157522 0.04126005 0.12060826
## [25] 0.06664345
#sisaan terbakukan
di=ei/sqrt(kts);di
## [,1]
## [1,] -1.54260631
## [2,] 0.35170879
## [3,] -0.01527661
## [4,] 1.51078203
## [5,] -0.13634053
## [6,] -0.08884082
## [7,] 0.25912883
## [8,] 0.35484408
## [9,] 2.27635117
## [10,] 0.72907878
## [11,] 0.68645843
## [12,] -0.18194377
## [13,] 0.31508443
## [14,] 0.32751789
## [15,] 0.20592338
## [16,] -0.20338513
## [17,] 0.13387449
## [18,] 1.05803019
## [19,] 0.55014821
## [20,] -1.77573772
## [21,] -0.80202492
## [22,] -1.13101946
## [23,] -1.41359270
## [24,] -1.40294240
## [25,] -0.06522033
#student residual
stud_res=ei/sqrt(kts*(1-hii));stud_res
## [,1]
## [1,] -1.62767993
## [2,] 0.36484267
## [3,] -0.01609165
## [4,] 1.57972040
## [5,] -0.14176094
## [6,] -0.09080847
## [7,] 0.27042496
## [8,] 0.36672118
## [9,] 3.21376278
## [10,] 0.81325432
## [11,] 0.71807970
## [12,] -0.19325733
## [13,] 0.32517935
## [14,] 0.34113547
## [15,] 0.21029137
## [16,] -0.22270023
## [17,] 0.13803929
## [18,] 1.11295196
## [19,] 0.57876634
## [20,] -1.87354643
## [21,] -0.87784258
## [22,] -1.44999541
## [23,] -1.44368977
## [24,] -1.49605875
## [25,] -0.06750861
#varians
S2=((n-p)*kts-(ei^2/(1-hii)))/(n-p-1);S2
## [,1]
## [1,] 9.789744
## [2,] 11.062738
## [3,] 11.129949
## [4,] 9.867566
## [5,] 11.119913
## [6,] 11.125908
## [7,] 11.093083
## [8,] 11.062042
## [9,] 5.904876
## [10,] 10.795478
## [11,] 10.869212
## [12,] 11.111185
## [13,] 11.076584
## [14,] 11.071205
## [15,] 11.107707
## [16,] 11.104989
## [17,] 11.120440
## [18,] 10.503425
## [19,] 10.960614
## [20,] 9.354237
## [21,] 10.740220
## [22,] 10.066405
## [23,] 10.075636
## [24,] 9.997750
## [25,] 11.127774
#R-Student
ti=ei/sqrt(S2*(1-hii));ti
## [,1]
## [1,] -1.69562881
## [2,] 0.35753764
## [3,] -0.01572177
## [4,] 1.63916491
## [5,] -0.13856493
## [6,] -0.08873728
## [7,] 0.26464769
## [8,] 0.35938983
## [9,] 4.31078012
## [10,] 0.80677584
## [11,] 0.70993906
## [12,] -0.18897451
## [13,] 0.31846924
## [14,] 0.33417725
## [15,] 0.20566324
## [16,] -0.21782566
## [17,] 0.13492400
## [18,] 1.11933065
## [19,] 0.56981420
## [20,] -1.99667657
## [21,] -0.87308697
## [22,] -1.48962473
## [23,] -1.48246718
## [24,] -1.54221512
## [25,] -0.06596332
#press
press=(ei/(1-hii))^2;press
## [,1]
## [1,] 3.133724e+01
## [2,] 1.521777e+00
## [3,] 3.052415e-03
## [4,] 2.898759e+01
## [5,] 2.308188e-01
## [6,] 9.153250e-02
## [7,] 8.461562e-01
## [8,] 1.526032e+00
## [9,] 2.187115e+02
## [10,] 8.742819e+00
## [11,] 5.994556e+00
## [12,] 4.476766e-01
## [13,] 1.196556e+00
## [14,] 1.341320e+00
## [15,] 4.899698e-01
## [16,] 6.317411e-01
## [17,] 2.152336e-01
## [18,] 1.456144e+01
## [19,] 3.938661e+00
## [20,] 4.151405e+01
## [21,] 9.808119e+00
## [22,] 3.671312e+01
## [23,] 2.309627e+01
## [24,] 2.704019e+01
## [25,] 5.187591e-02
sum(press)
## [1] 459.0393
#R^2 Prediction
R2_Pred=1-(sum(press)/Jkt);R2_Pred
## [1] 0.9206438
#syntax ketika menggunakan fungsi
hatvalues(deliver.model)
## 1 2 3 4 5 6 7
## 0.10180178 0.07070164 0.09873476 0.08537479 0.07501050 0.04286693 0.08179867
## 8 9 10 11 12 13 14
## 0.06372559 0.49829216 0.19629595 0.08613260 0.11365570 0.06112463 0.07824332
## 15 16 17 18 19 20 21
## 0.04111077 0.16594043 0.05943202 0.09626046 0.09644857 0.10168486 0.16527689
## 22 23 24 25
## 0.39157522 0.04126005 0.12060826 0.06664345
t <- rstudent(deliver.model);t
## 1 2 3 4 5 6
## -1.69562881 0.35753764 -0.01572177 1.63916491 -0.13856493 -0.08873728
## 7 8 9 10 11 12
## 0.26464769 0.35938983 4.31078012 0.80677584 0.70993906 -0.18897451
## 13 14 15 16 17 18
## 0.31846924 0.33417725 0.20566324 -0.21782566 0.13492400 1.11933065
## 19 20 21 22 23 24
## 0.56981420 -1.99667657 -0.87308697 -1.48962473 -1.48246718 -1.54221512
## 25
## -0.06596332
