[R] covariate data errors

[Andy Jacobson]

Greetings,

	I would like to fit a multiple linear regression model in
which the residuals are expected to follow a multivariate normal
distribution, using weighted least squares.  I know that the data in
question have biases that would result in correlated residuals, and I
have a means for quantifying those biases as a covariance matrix. I
cannot, unfortunately, correct the data for these biases.

	It seems that this should be a straightforward task, but so
much of the literature is concerned with the probability model in
which the residuals are uncorrelated that I can't find a good
reference.  So in order of importance, please, can someone point me to
a definitive reference for least squares with correlated residuals,
and is there a standard R package to handle this case?

	Many thanks in advance,

	Anthony