Ulrich Halekoh
2004-Feb-06 17:19 UTC
[R] erroneous additional weighting in plot.lm for glm objetcs?
Hej, In 'plot.lm' the deviance residuals for a glm object are multiplied by the square root of the objects weights in the computation of the standardized deviance residuals. But the deviance residuals contain already the square root of the prior weights as a factor. Is the weighting in plot.lm for glm-objects erroneous and does it yield incorrect scale-location plots? example: Fitting a normal linear model for observations with variances proportional to w . A glm-fit using weights=1/w yields a scale-location plot which shows defects in the variance model. w<-rep(c(1,25,100),rep(100,3)) y<-rnorm(300)*sqrt(w) k<-glm(y~factor(w),weights=1/w) plot(k,which=3) ulrich =============================================================Ulrich Halekoh, PhD Phone: +45 8999 1825 Biometry Research Unit Fax: +45 8999 1300 Danish Institute of Agricultural Sciences E-mail: ulrich.halekoh at agrsci.dk Research Centre Foulum, DK-8830 Tjele, Denmark