[R] WLS in R

Karabi Sinha karabi at uic.edu
Fri May 19 01:26:30 CEST 2006


Can anyone offer any help with coding the following in R?

I want to find (and store) Weighted Least Squares estimates of the
regression parameters for the following model:

z_i = beta_0 + beta_1.x_i + e_i; i=1,2,...,m

where e ~ N[0, 1/(ni.pi.(1-pi))], sum(ni)=n

and pi = exp(beta_0+beta_1.x_i)/[1+exp(beta_0+beta_1.x_i)].

Any help on this will be greatly appreciated.

Sincerely,

Karabi Sinha, Ph.D.
Assistant Professor of Biostatistics
Division of Epidemiology and Biostatistics
University of Illinois at Chicago
1603 W Taylor, Rm 951
Chicago, IL 60612
Phone: (312) 355-3611
Fax  : (312) 996-0064




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