[R] Mimicking SPSS weighted least squares

[Ben Domingue]

Howdy,
In SPSS, there are 2 ways to weight a least squares regression:
1. You can do it from the regression menu.
2. You can set a global weight switch from the data menu.
These two options have no, in my experience, been equivalent.
Now, when I run lm in R with the weights= switch set accordingly, I
get the same set of results you would see with option #1 in SPSS.
Does anybody know how to duplicate option #2 from SPSS in R?

Ben