| % File src/library/stats/man/weighted.residuals.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{weighted.residuals} |
| \alias{weighted.residuals} |
| \title{Compute Weighted Residuals} |
| \usage{ |
| weighted.residuals(obj, drop0 = TRUE) |
| } |
| \arguments{ |
| \item{obj}{\R object, typically of class \code{\link{lm}} or |
| \code{\link{glm}}.} |
| \item{drop0}{logical. If \code{TRUE}, drop all cases with |
| \code{\link{weights} == 0}.} |
| } |
| \description{ |
| Computed weighted residuals from a linear model fit. |
| } |
| \details{ |
| Weighted residuals are based on the deviance residuals, which for |
| a \code{\link{lm}} fit are the raw residuals \eqn{R_i}{Ri} |
| multiplied by \eqn{\sqrt{w_i}}{wi^0.5}, where \eqn{w_i}{wi} are the |
| \code{weights} as specified in \code{\link{lm}}'s call. |
| |
| Dropping cases with weights zero is compatible with |
| \code{\link{influence}} and related functions. |
| } |
| \value{ |
| Numeric vector of length \eqn{n'}, where \eqn{n'} is the number of |
| of non-0 weights (\code{drop0 = TRUE}) or the number of |
| observations, otherwise. |
| } |
| \seealso{\code{\link{residuals}}, \code{\link{lm.influence}}, etc.} |
| \examples{ |
| ## following on from example(lm) |
| \dontshow{utils::example("lm", echo = FALSE)} |
| 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) |
| } |
| \keyword{regression} |
| |