R: Extract Robustness and Model Weights

weights.lmrob {robustbase} | R Documentation

## 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.

### See Also

`lmrob`, `glmrob` and `weights`

[Package robustbase version 0.93-9 Index]