[R] weighted least squares vs linear regression

DispersionMap frenchcr at btinternet.com
Thu Jan 28 18:05:41 CET 2010



I need to find out the difference between the way R calculates weighted
regression and standard regression.


I want to plot a 95% confidence interval around an estimte i got from least
squares regression.

I cant find he documentation for this

ive looked in 
?stats
?lm
?predict.lm
?weights
?residuals.lm

Can anyone shed light?

thanks

Chris.  
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