[R] [Q] specifying weights for robust regression with rlm

[Young-Jin Lee]

Hello, R-listers

I am relatively new to R and looking for some help on the "rlm" command.

Instead of using provided weight functions such as huber or hampel, I 
want to specify weights to be applied to each data point. After reading 
rlm help files, I found a "weight" option. According to the help 
document, the "weight" option allows me to specify prior weights for 
each case. However, the help documents do not give me enough information 
and I have the following two questions:
1. Does it mean that rlm command will be using only these prior weights 
in doing a robust regression task when they are supplied? Please correct 
me if I misunderstand anything.

2. How can I specify prior weights? I guess I should provide a vector of 
weights. Can someone show me how to do it?

Any help would be appreciated. Thanks in advance.

Young-Jin