weights() extracts robustness weights or fitting
(or prior) weights from a lmrob or glmrob object.
# S3 method for lmrob
weights(object, type = c("prior", "robustness"), ...)Weights extracted from the object object.
an object of class "lmrob" or "glmrob", typically the
result of a call to lmrob, or glmrob,
respectively.
the type of weights to be returned. Either
"prior" (default), or "robustness".
not used currently.
Manuel Koller and Martin Maechler.
The “prior weights” correspond to the weights specified using
the “weights” argument when calling 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