weights() extracts robustness weights or fitting
(or prior) weights from a lmrob or glmrob object.
# S3 method for lmrob
weights(object, type = c("prior", "robustness"), ...)the type of weights to be returned. Either
"prior" (default), or "robustness".
not used currently.
Weights extracted from the object object.
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 numericarlly corresponds to a weighted least
squares fit using the product of both types of weights as weights.