weighted.residuals

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Percentile

Compute Weighted Residuals

Computed weighted residuals from a linear model fit.

Keywords
regression
Usage
weighted.residuals(obj, drop0 = TRUE)
Arguments
obj

R object, typically of class lm or glm.

drop0

logical. If TRUE, drop all cases with weights == 0.

Details

Weighted residuals are based on the deviance residuals, which for a lm fit are the raw residuals \(R_i\) multiplied by \(\sqrt{w_i}\), where \(w_i\) are the weights as specified in lm's call.

Dropping cases with weights zero is compatible with influence and related functions.

Value

Numeric vector of length \(n'\), where \(n'\) is the number of of non-0 weights (drop0 = TRUE) or the number of observations, otherwise.

See Also

residuals, lm.influence, etc.

Aliases
  • weighted.residuals
Examples
library(stats) # NOT RUN { ## following on from example(lm) # } # NOT RUN { all.equal(weighted.residuals(lm.D9), residuals(lm.D9)) x <- 1:10 w <- 0:9 y <- rnorm(x) weighted.residuals(lmxy <- lm(y ~ x, weights = w)) weighted.residuals(lmxy, drop0 = FALSE) # }
Documentation reproduced from package stats, version 3.5.0, License: Part of R 3.5.0

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