xweights {epmrob}

Robustness Weights

Description

Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance.

Usage

xweights(X, weight, clevel1)

Arguments

X

matrix of explanatory variables.

weight

method used to calculated the weighting.

clevel1

the critical level used for calculating the Mahalanobis distance.

Value

Vector of weights.

Author(s)

Mikhail Zhelonkin, Andre Bik, Andrea Naghi

See Also

cov.rob