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Which hat is your favorite? What part grammar is the word which in this sentence?

Which hat is your favorite?  What part grammar is the word which in this sentence?

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Jonathan S. | Passionate and Compassionate Psychology and English TutorPassionate and Compassionate Psychology ...
So, when the word "which" is used before a noun (hat), often as an interrogative term (meaning, a word suggesting that there is a question) it is an adjective, describing the noun that follows it. It is no different from saying "The blue hat is my favorite." Instead of using the word "which" as the adjective, you can replace that word with "blue," which is more commonly understood as an adjective. Also, when the word "which" follows a preposition (of) or precedes a verb (is), it is a pronoun. Simply replace the word "which" with a more easily understood pronoun such as "his." Here is an example to illustrate the similarities between the words which and his: Of all the things I own, that blue hat is my favorite, of which I am wearing right now. Of all the people I have known, my boyfriend is my favorite; it is of his charm I am most fond. This word substituting method has helped me  develop a better understanding of grammatical concepts.
Edward A. | Math Tutor, Retired Computer Scientist and Technical CommunicatorMath Tutor, Retired Computer Scientist a...
Jonathan and Rebekah are right: it is an adjective, modifying “hat”. 
It would be a pronoun in this context: “I LOVE your hats! Which is your favorite?” Now that “hat” has been removed, “which” is taking the place of a noun, and is therefore a pronoun. It is not modifying anything.
it would also be a pronoun if the context were “Which of these hats is your favorite?”
Victoria R. | Elementary, College and homeschool teacherElementary, College and homeschool teach...
It is a demonstrative pronoun.
Rebekah N. | Experienced Teacher + Your Effort = SUCCESS!!!!Experienced Teacher + Your Effort = SUCC...
5.0 5.0 (40 lesson ratings) (40)
In the sentence mentioned, "Which" is an adjective, modifying the noun "hat." 
In this sentence:  "I bought a hat, which was a bargain"  or this one:  "The hat was of Scandivavian design, of which I was ignorant,"    "which" is used as a pronoun.  In the first case, "which" refers to the hat - the hat was a bargain.  In the second case, "which" follows the preposition "of" and refers to "Scandivanian design."  In both those cases,  "which" acts as a pronoun, replacing a noun in order to avoid repetition.
Hope that helps.
William S. | Experienced scientist, mathematician and instructor - WilliamExperienced scientist, mathematician and...
4.4 4.4 (10 lesson ratings) (10)

This comes from the Merriam-Webster dictionary:

which adjective \'hwich, 'wich\
: what one or ones of a group : what particular one or ones

Full Definition of WHICH

1: being what one or ones out of a group —used as an interrogative <which tie should I wear> <kept a record of which employees took their vacations in July>

Just in case you thought things could not get more complicated, the Merriam-Webster dictionary goes on to say:

which pronoun
: what one or ones out of a group

—used to introduce an additional statement about something that has already been mentioned

—used after a preposition to refer again to something that has already been mentioned
Full Definition of WHICH

1: what one or ones out of a group —used as an interrogative <which of those houses do you live in> <which of you want tea and which want lemonade> <he is swimming or canoeing, I don't know which>

So, I'm just as confused as you are. Is "which" an adjective that has some of the characteristics of a pronoun, or a pronoun that has some of the characteristics of an adjective?

I'd be happy to know what your teacher has to say about this one, M.  Keep me posted.