Dear all,


When doing nonlinear regression, we normally use nls if e are iid normal.

  i learned that if the form of the variance of e is not completely known,
we can use the IRWLS (Iteratively Reweighted Least Squares )

algorithm:

for example, var e*i =*g0+g1*x*1

1. Start with *w**i = *1

2. Use least squares to estimate b.

3. Use the residuals to estimate g, perhaps by regressing e^2 on *x*.

4. Recompute the weights and goto 2.

Continue until convergence

i was wondering whether there is a instruction of R to do this?

	[[alternative HTML version deleted]]


