hat and residual matrices in univariate models.
For subset size \(m = 1\) these evaluate to scalar equivalents of
hat values and studentized residuals.
For subset size \(m &amp;gt; 1\) 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 \(tr(Q_I)\).
The functions COOKD, COVRATIO, and DFFITS implement
some of the standard influence measures in these terms for the general
cases of multivariate linear mode