robustbase: weights.lmrob – R documentation

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robustbase

weights.lmrob

Extract Robustness and Model Weights

Description

weights() extracts robustness weights or fitting (or prior) weights from a lmrob or glmrob object.

Usage

## S3 method for class 'lmrob'
weights(object, type = c("prior", "robustness"), ...)

Arguments

`object`	an object of class `"lmrob"` or `"glmrob"`, typically the result of a call to `lmrob`, or `glmrob`, respectively.
`type`	the type of weights to be returned. Either `"prior"` (default), or `"robustness"`.
`...`	not used currently.

Details

The “prior weights” correspond to the weights specified using the “weights” argument when calling lmrob. The “robustness weights” are the weights assigned by the M-estimator of regression, ψ(r_i/S) / (r_i/S). The robust coefficient estimate then numericarlly corresponds to a weighted least squares fit using the product of both types of weights as weights.

Value

Weights extracted from the object object.

Author(s)

Manuel Koller and Martin Maechler.