[Rd] nls and weigthing the fit

From: Joerg van den Hoff <j.van_den_Hoff_at_fz-rossendorf.de>
Date: Wed 23 Nov 2005 - 11:28:33 GMT


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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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed Nov 23 23:38:54 2005

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