robustbase (version 0.9-6)

weights.lmrob: Extract Robustness and Model Weights

Description

weights which extracts robustness weights or fitting (or prior) weights from a lmrob object.

Usage

## S3 method for class 'lmrob':
weights(object, type = c("prior", "robustness"), ...)

Arguments

object

an object of class lmrob, typically the result of a call to lmrob.

type

the type of weights which should be returned. The alternatives are: "prior" (default), and "robustness".

...

not used currently.

Value

• Weights extracted from the object object.

Details

The prior weights correspond to the weights specified using the weights argument when calling lmrob. The robustness weights are the weights assigned by the M-estimator of regression, $\psi(r_i/S) / (r_i/S)$. The robust coefficient estimate then numerically corresponds to a weighted least squares fit using the product of both types of weights as weights.

See Also

lmrob and weights