pub fn leverage(fit: &LogisticFit) -> Array1<f64>Expand description
Logistic leverage — the diagonal of the weighted hat matrix
H = W^{1/2}X(XᵀWX)⁻¹XᵀW^{1/2}, i.e. hᵢ = wᵢ · xᵢᵀ(XᵀWX)⁻¹xᵢ with
wᵢ = pᵢ(1 − pᵢ).
The GLM analogue of OLS leverage: it measures how much observation i’s own
fitted value is determined by its predictors, but weighted by the binomial
variance, so points where the model is already near-certain (pᵢ ≈ 0 or 1)
carry little leverage. Computed from the stored covariance without forming the
n × n hat matrix, and the values sum to p.