1} X_I$$
$$Q_I = E_I (E^T E)^{-1} E_I$$
corresponding to the hat and residual matrices in univariate models.</p>
<p>For subset size \(m = 1\) these evaluate to scalar equivalents of
hat values and studentized residuals.</p>
<p>For subset size \(m &gt; 1\) these are \(m \times m\) matrices and
functions in the \(J^{det}\) class use \(|H_I|\) and \(|Q_I|\),
while those in the \(J^{tr}\) class use \(tr(H_I)\) and \(tr(Q_I)\).</p>
<p>The functions <code>COOKD</code>, <code>COVRATIO</code>, and <code>DFFITS</cod