weighted.residuals() ?

Martin Maechler Martin Maechler <maechler@stat.math.ethz.ch>
Thu, 12 Aug 1999 12:10:53 +0200


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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._