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 lm or glm.
drop0	logical. If TRUE, drop all cases with weights == 0.

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)

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