buglet in weighted.residuals(mlmObject)
Thanks: changed in R-patched.
On Wed, 19 Jan 2011, William Dunlap wrote:
When weighted.residuals() is given a fitted model object with several responses (class mlm) and some zero weights it returns a vector instead of a matrix. It looks like it is doing resids[ weights != 0 ] instead of resids[ weights != 0, , drop=FALSE] in the multi-response case. E.g.,
d4 <- data.frame(y1=1:4, y2=2^(0:3), wt=log(1:4),
fac=LETTERS[c(1,1,2,2)])
fit <- lm(data=d4, cbind(y1,y2)~fac, weights=wt) weighted.residuals(fit) # expect 3x2 matrix
[1] 1.407294e-16 -5.847465e-01 5.205496e-01 5.950102e-16 -2.338986e+00 [6] 2.082198e+00
weighted.residuals(fit, drop0=FALSE)
y1 y2 1 0.000000e+00 0.000000e+00 2 1.407294e-16 5.950102e-16 3 -5.847465e-01 -2.338986e+00 4 5.205496e-01 2.082198e+00 This is in R 2.12.0. I haven't upgraded yet. Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com
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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) Oxford OX1 3TG, UK Fax: +44 1865 272595