refit {lmSubsets}

Refitting models

Description

Generic function for refitting a model on a subset or reweighted data set.

Usage

refit(object, ...)

Arguments

object

an object to be refitted

...

forwarded arguments

Details

The refit generic is a new function for refitting a certain model object on multiple versions of a data set (and is hence different from update). Applications refit models after some kind of model selection, e.g., variable subset selection, partitioning, reweighting, etc.

The generic is similar to the one provided in modeltools and fxregime (and should fulfill the same purpose). To avoid dependencies, it is also provided here.

Value

"lm"—the refitted model