[R] Weighted Least Squares

[Peter Dalgaard BSA]

Erin Hodgess <hodgess at uhddx01.dt.uh.edu> writes:

> Dear R People:
> 
> Is there a function for weighted least squares, please?
> 
> Thanks in advance!

Either the weigths= argument to lm or lm.gls from the MASS package
depending on your needs, I suspect. Beware that there are different
meanings of "weight" though.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
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