weights() extracts robustness weights or fitting
(or prior) weights from a lmrob or glmrob object.
"weights"(object, type = c("prior", "robustness"), ...)"prior" (default), or "robustness".object.
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.
lmrob, glmrob and weights