This function is not documented (and not available in S-plus).
I do think it is a useful utility (and should be documented).
However, currently
weighted.residuals <- function(obj)
{
w <- weights(obj)
if(is.null(w)) residuals(obj)
else (sqrt(w)*residuals(obj))[w!=0]
}
where I think the "[w!=0]" is really not at all desired.
It makes sum(weighted.residuals(..)^2) slightly faster,
however, weighted.residuals() should return a residual vector of proper
length!
I'm about to drop the above "[w!=0]", document weighted.residuals
and fix deviance.lm(.) according to John Maindonald's bug report
(and use his suggestion to make cooks.distance() work for glm()'s ..).
Any objections ? [please in the next 5 hours or so...]
Martin
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Martin Maechler <maechler@stat.math.ethz.ch> writes:> I'm about to drop the above "[w!=0]", document weighted.residuals > and fix deviance.lm(.) according to John Maindonald's bug report > (and use his suggestion to make cooks.distance() work for glm()'s ..). > > Any objections ? [please in the next 5 hours or so...]Be *very* careful! The zero-weight issue has bitten us several times before. Check whether your change would be consistent with what lm/glm does in such cases. (In particular, degrees of freedom calculations can get in trouble). -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._