The Augmented Hat‐Matrix of Hierarchical Generalised Linear Models and Its Use in Leverage Diagnostics

Summary Defining a ‘hat‐matrix’ for a model is essential in many model diagnostic procedures, as it acts as an orthogonal projector from the observation space to the model space. In this paper, we introduce a unique Hat‐matrix for the class of hierarchical generalised linear models (HGLMs), which includes, as a special case, the subclass of generalised linear mixed models (GLMMs). We provide a practical discussion on interpreting the hat matrix values in HGLMs across various settings, aimed at assisting practitioners in model diagnostics. Additionally, we propose two new empirical thresholds to identify high‐leverage observations and clusters. We demonstrate the advantages of using these empirical thresholds over the traditional approach with a simulation study. Lastly, we present an application to real data to illustrate the effectiveness of our proposed methodology in real‐world scenarios.

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Publication Details

Journal
International Statistical Review
Published
2026-03-17
DOI
https://doi.org/10.1111/insr.70030
Primary Topic
Statistical Methods and Bayesian Inference
Type
article
Field-Weighted Citation Impact
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article

The Augmented Hat‐Matrix of Hierarchical Generalised Linear Models and Its Use in Leverage Diagnostics

Mariangela Sciandra, Chiara Di Maria, Alessandro Albano
International Statistical Review
Statistical Methods and Bayesian Inference
article

The Augmented Hat‐Matrix of Hierarchical Generalised Linear Models and Its Use in Leverage Diagnostics

Mariangela Sciandra, Chiara Di Maria, Alessandro Albano
article en

Abstract

Summary Defining a ‘hat‐matrix’ for a model is essential in many model diagnostic procedures, as it acts as an orthogonal projector from the observation space to the model space. In this paper, we introduce a unique Hat‐matrix for the class of hierarchical generalised linear models (HGLMs), which includes, as a special case, the subclass of generalised linear mixed models (GLMMs). We provide a practical discussion on interpreting the hat matrix values in HGLMs across various settings, aimed at assisting practitioners in model diagnostics. Additionally, we propose two new empirical thresholds to identify high‐leverage observations and clusters. We demonstrate the advantages of using these empirical thresholds over the traditional approach with a simulation study. Lastly, we present an application to real data to illustrate the effectiveness of our proposed methodology in real‐world scenarios.

International Statistical Review
Roma Servizi per la Mobilità (Italy) (IT), University of Palermo (IT)
Openalex Percentile: Top 53%
Statistical Methods and Bayesian Inference
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