Re: [R] Possible bug in summary of residuals with lm and weights

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Wed 29 Jun 2005 - 02:34:45 EST

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
>
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>

-- 
Brian D. Ripley,                  ripley@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

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Received on Wed Jun 29 02:38:10 2005

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