[R] Drop1 and weights

[Prof Brian Ripley]

It looks like at some point weighted.residuals() was changed, and broke 
this.  The models are fitted correctly, but AIC is wrong.  However, note 
that it does work correctly for a glm() fit which gives you a workaround.

You example is not reproducible, so I was unable to test the workaround 
nor the correction which will short;y be in R-patched.

On Wed, 1 Mar 2006, Yan Wong wrote:

> Hi,
>
> If I used drop1 in a weighted lm fit, it seems to ignore the weights
> in the AIC calculation of the dropped terms, see the example below.
> Can this be right?
>
> Yan
>
> --------------------
>
> library(car)
> > unweighted.model <- lm(trSex ~ (river+length +depth)^2-
> length:depth, dno2)
> > Anova(unweighted.model)
> Anova Table (Type II tests)
>
> Response: trSex
>              Sum Sq  Df F value  Pr(>F)
> river        0.1544   1  3.3151 0.07100 .
> length       0.1087   1  2.3334 0.12911
> depth        0.1917   1  4.1145 0.04461 *
> river:length 0.0049   1  0.1049 0.74652
> river:depth  0.3008   1  6.4567 0.01226 *
> Residuals    5.9168 127
> ---
> Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> >
> > drop1(unweighted.model)
> Single term deletions
>
> Model:
> trSex ~ (river + length + depth)^2 - length:depth
>              Df Sum of Sq     RSS     AIC
> <none>                       5.92 -401.97
> river:length  1  0.004889    5.92 -403.86
> river:depth   1      0.30    6.22 -397.37
>
> ### Both drop1 & Anova suggest dropping river:length
> ### Compare with the following:
>
> > weighted.model <- lm(trSex ~ (river+length +depth)^2-length:depth,
> dno2, weights=males+females)
> > Anova(weighted.model)
> Anova Table (Type II tests)
>
> Response: trSex
>              Sum Sq  Df F value  Pr(>F)
> river         1.471   1  3.3775 0.06843 .
> length        1.002   1  2.2999 0.13187
> depth         2.974   1  6.8295 0.01005 *
> river:length  0.075   1  0.1733 0.67790
> river:depth   2.020   1  4.6397 0.03313 *
> Residuals    55.303 127
> ---
> Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
> >
> > drop1(weighted.model)
> Single term deletions
>
> Model:
> trSex ~ (river + length + depth)^2 - length:depth
>              Df Sum of Sq     RSS     AIC
> <none>                      55.30 -104.71
> river:length  1    -49.33    5.97 -402.79
> river:depth   1    -49.04    6.26 -396.39
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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