weighted.residuals() ?

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Subject: weighted.residuals() ?
From: Martin Maechler (maechler@stat.math.ethz.ch)
Date: Thu 12 Aug 1999 - 20:10:53 EST


Message-Id: <199908121010.MAA07648@sophie.ethz.ch>

This function is not documented (and not available in S-plus).
I do think it is a useful utility (and should be documented).
However, currently

    weighted.residuals <- function(obj)
    {
        w <- weights(obj)
        if(is.null(w)) residuals(obj)
        else (sqrt(w)*residuals(obj))[w!=0]
    }

where I think the "[w!=0]" is really not at all desired.
It makes sum(weighted.residuals(..)^2) slightly faster,
however, weighted.residuals() should return a residual vector of proper
length!

I'm about to drop the above "[w!=0]", document weighted.residuals
and fix deviance.lm(.) according to John Maindonald's bug report
(and use his suggestion to make cooks.distance() work for glm()'s ..).

Any objections ? [please in the next 5 hours or so...]

Martin
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