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

From: <ablocker_at_gmail.com>
Date: Thu, 07 Aug 2008 11:28:35 +0200 (CEST)


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.



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