[R] sample weights in ols

jour4life jour4life at gmail.com
Tue May 10 04:50:35 CEST 2011


Hello all,

I am wondering if there is a way to specify sampling weights for an ols
model using sample weights.

For instance, right now, my code is:

fit.ex<-lm(y~x1+x2+x3+...xk,data=dataset,weights=weightvariable.)
summary(fit.ex)

But, there is almost no difference in the coefficients nor standard errors.
I am skeptical that I am using the option correctly since many posts state
that the "weights" option is for weighted least squares. Or is this the same
thing?

Any help is appreciated!

Thanks

Carlos

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