


Hi all,

 

I would
like to do a weighted linear regression, when the error of the dependent variable
is correlated. So I have a weighting (covariance) matrix instead of a vector. As
I understood the „weights” argument in the lm function should be a vector and
not a matrix. Can anyone suggest me a function (package) which would do the
job?


Thanks a
lot!

 

Emese

 		 	   		  
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