R: Compute Weighted Residuals

weighted.residuals {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 based on the deviance residuals, which for a `lm` fit are the raw 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

    ## following on from 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)

[Package stats version 2.15.1 Index]