weighted.residuals           package:stats           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 Ri, multiplied by
     wi^0.5, where wi are the 'weights' as specified in 'lm''s call.

     Dropping cases with weights zero is compatible with '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)

