R: Compute Weighted Residuals

weighted.residuals {stats}

R Documentation

Compute Weighted Residuals

Description

Computed weighted residuals from a linear model fit.

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 non-0 weights (drop0 = TRUE) or the number of observations, otherwise.

Examples

## following on from example(lm)

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)

[Package stats version 4.4.1 Index]