[R] Weighted Least Squares mit glm

v.schlecht@arcor.de v.schlecht at arcor.de
Sun Oct 23 15:19:33 CEST 2005


Hallo all,

I have a question concerning the weights used in the glm function.

I need to build a linear model (family=gaussian) with only one regressor. Sadly I have only 6 different sets:

y_i=alpha+beta*x_i , i=1,2,3,4,5.

i=1,2,3,4,5 has been observed 60 times, while i=6 has only been observed 30 times. This is why I wanted to use a weighted least squares approach instead of least squares. 

I used the weight w1<-c(1,1,1,1,1,0.5).

Can anybody tell me if this is correct?

THX. 

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