[R] Solving linear equations

[Tomek R]

lm.fit(A, b)$coefficients seems to do what I want, but, as you have rightly 
pointed out, the deviations most probably will not have constant variance 
(but should be normally distributed).  Basically, I make measurements from 
which I obtain the vector b with variance in each of the values v.  How 
would I fit my data then? (A is known and fixed). What's the best book to 
look at for solving those problems?

Thanks,

Tomek


>      How do you wish to decide how to resolve the likely inconsistencies 
>in the overdetermined system?  If you assume the vertical deviations from a 
>linear fit are normally distributed with constant variance, then 
>"lm" should do what you want.

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