[R] nls and weighting

[Joerg van den Hoff]

I posted this a week ago on r-devel but to no avail and hope this not 
considered cross-posting:


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hi everybody,

which each release I hope that the section

"weights: an optional numeric vector of (fixed) weights.  When present,
            the objective function is weighted least squares. _not yet
            implemented_"

in the help page of 'nls' is missing the last sentence.

are their any plans to allow/include weighting in the upcoming releases?

modifying the cost function to include the weights is probably not the
problem, I presume. what is the reason for not including the weighting?
are they related to the 'statistical' output (estimation of parameter
uncertainties and significances?).

I know of the "y ~ M"   vs. "~ sqrt(W)*(y-M)" work around suggestion in
MASS to include weighting. (I understand that resulting error estimates
und confidence intervals from 'nls' are wrong in this case. right?)
would'nt it be sensible to inlcude weighting in 'nls' at least on this
level, i.e. weighted parameters provided now, correct error estimates
and the like coming later?


regards,
joerg
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I post this here again hoping to learn about possible work arounds 
(apart from the MASS proposal) for the current situation with 'nls' (no 
weighting allowed).

thanks in advance

joerg