stats (version 3.6.1)

weighted.residuals: 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.

Value

Numeric vector of length \(n'\), where \(n'\) is the number of of non-0 weights (drop0 = TRUE) or the number of observations, otherwise.

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.

See Also

residuals, lm.influence, etc.

Examples

# NOT RUN {
## following on from example(lm)
# }
# NOT RUN {
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)
# }