| weighted.residuals {base} | R Documentation |
Computed Weighted Residuals
Description
Weighted residuals are the usual 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
lm.influence and related functions.
Usage
weighted.residuals(obj, drop0 = TRUE)
Arguments
obj |
R object, typically of class |
drop0 |
logical. If |
Value
Numeric vector of length n', where n' is the number of
of non-0 weights (drop0 = TRUE) or the number of
observations, otherwise.
See Also
residuals,lm.influence, etc.
Examples
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)