Possible bug in summary of residuals with lm and weights
On Tue, 28 Jun 2005, Frank E Harrell Jr wrote:
I sent this to r-devel the other day but didn't get any takers. This may not be a bug but rather an inconsistency. I'm not sure if this is intentional. summary.lm stores weighted residuals whereas I think most users will want print.summary.lm to summarize unweighted ones as if saying summary(resid(fit)).
It seems no one agreed with you!
I think most users will want S-compatibility here, and after that
residuals that are in some sense on the same scale (that is taking the
weights into account). In short, the status quo.
I suspect no one wants the definition of the "summary.lm" class changed.
There is a bug in the print method, which has
cat(if (!is.null(x$w) && diff(range(x$w)))
"Weighted ", "Residuals:\n", sep = "")
so it is intended to say Weighted Residuals, but w is not in a
"summary.lm" object.
set.seed(1) dat <- data.frame(y = rnorm(15), x = rnorm(15), w = 1:15) f <- lm(y ~ x, weights = w, data = dat) summary(f)
. . . . Residuals: Min 1Q Median 3Q Max -8.260 -1.565 0.117 2.105 4.666 . . . .
resid(f)
1 2 3 4 5 6
-0.73429677 0.06818092 -1.20558034 1.25783256 0.05231879 -1.18383039
7 8 9 10 11 12
0.16034166 0.59880438 0.98337588 -0.58944957 1.40690588 0.31138819
13 14 15
-0.35111933 -2.20770335 0.89438636
version
platform i386-pc-linux-gnu
arch i386
os linux-gnu
system i386, linux-gnu
status
major 2
minor 1.0
year 2005
month 04
day 18
language R
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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