| weighted.residuals {base} | 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 |
drop0 |
logical. If |
Details
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.
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)