[Rd] Fitted values with small weights in lm.wfit (PR#11979)

[ablocker at gmail.com]

Full_Name: Alexander Blocker
Version: 2.7.1
OS: Ubuntu 8.04 / Windows XP
Submission from: (NULL) (76.119.235.225)


When running lm(modeleq, weights=wt, data=dataset) with small weights (<1e-10),
I have encountered an odd phenomenon with fitted values. Due to numerical
precision issues, the fitted values and residuals returned by lm.wfit (from its
.Fortran call to dqrls) can differ greatly from those returned by running
predict on the resulting lm object. This is completely attributable to the
numerical precision passed to the given function, but I wonder if a warning
message for weights below as certain threshold may be in order.