weights() extracts robustness weights or fitting
(or prior) weights from a
an object of class
the type of weights to be returned. Either
not used currently.
The “prior weights” correspond to the weights specified using
the “weights” argument when calling
“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.
Weights extracted from the object
Manuel Koller and Martin Maechler.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.