print(summary(lm(...))) prefaces its summary of residuals with "Residuals" when it should use "Weighted Residuals". summary.lm(object) returns weighted residuals for a weighted fit, which print.summary.lm summarizes. print.summary.lm(x) checks to see if x has a non-null component w, and if it does, it uses the title "Weighted Residuals" rather than "Residuals". However, summary.lm(object) never includes a 'w' component in its return value, so print(summary(lm(...))) doesn't print the right heading for the residuals when weights are used in the fit. One possible fix: in summary.lm, add ans$w <- w after each of the 2 occurrences of ans$residuals <- r (the exact name of the component could be 'w' or 'weights', but print.summary.lm looks at x$w) Example: > d <- data.frame(x=1:9, y=c(1:9)+c(1,2,-1,0,1,1000,0,1,-1)/10, w=c(1,0.5,2,1,2,0,1,2,1)) > summary(m <- lm(y ~ x, data=d, weights=w)) Call: lm(formula = y ~ x, data = d, weights = w) Residuals: Min 1Q Median 3Q Max -0.1883 -0.0310 0.0000 0.1006 0.1165 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.03949 0.08612 0.459 0.663 x 0.99788 0.01502 66.419 7.83e-10 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.1232 on 6 degrees of freedom Multiple R-squared: 0.9986, Adjusted R-squared: 0.9984 F-statistic: 4412 on 1 and 6 DF, p-value: 7.834e-10 > cbind(OrdinaryResiduals=m$residuals, WeightedResiduals=summary(m)$residuals) OrdinaryResiduals WeightedResiduals 1 0.06263270 0.06263270 2 0.16475584 0.11649997 3 -0.13312102 -0.18826155 4 -0.03099788 -0.03099788 5 0.07112527 0.10058631 6 99.97324841 0.00000000 7 -0.02462845 -0.02462845 8 0.07749469 0.10959404 9 -0.12038217 -0.12038217 > # the printout from print(summary(m)) matches the weighted residuals > quantile(summary(m)$residuals) 0% 25% 50% 75% 100% -0.18826155 -0.03099788 0.00000000 0.10058631 0.11649997 > quantile(m$residuals) 0% 25% 50% 75% 100% -0.13312102 -0.03099788 0.06263270 0.07749469 99.97324841 >

changed for 2.15.0 patched