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resid
2012 Jul 18
1
How does "rlm" in R decide its "w" weights for each IRLS iteration?
...R the result of a fit with a coef component. Known methods
are "ls" (the default) for an initial least-squares fit using weights
w*weights, and "lts" for an unweighted least-trimmed squares fit with 200
samples.
b. The returned values:
w the weights used in the IWLS process
wresid a working residual, weighted for "inv.var" weights only.
How to use these input arguments?
Anybody please shed some light?
Also, is my understanding below correct?
The input argument "w" is used for the initial values of the rlm IRLS
weighting and the output value "w&...