Re: [R] Mimicking SPSS weighted least squares

2008-03-12 Thread John Fox
: March-11-08 11:27 AM To: John Fox Cc: r-help@r-project.org; 'Ben Domingue' Subject: Re: [R] Mimicking SPSS weighted least squares John Fox wrote: Dear JRG, Rolf, Ben, and Peter, Frequency weights, possibly even non-integer weights, are useful for surveys where observations

Re: [R] Mimicking SPSS weighted least squares

2008-03-11 Thread Ben Domingue
://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] project.org] On Behalf Of JRG Sent: March-10-08 10:27 PM To: Rolf Turner; r-help@r-project.org; Ben Domingue Cc: r-help@r-project.org Subject: Re: [R] Mimicking SPSS weighted least

Re: [R] Mimicking SPSS weighted least squares

2008-03-11 Thread Peter Dalgaard
] project.org] On Behalf Of JRG Sent: March-10-08 10:27 PM To: Rolf Turner; r-help@r-project.org; Ben Domingue Cc: r-help@r-project.org Subject: Re: [R] Mimicking SPSS weighted least squares On 11 Mar 2008 at 14:09, Rolf Turner wrote: It would appear that the SPSS procedure would then give

[R] Mimicking SPSS weighted least squares

2008-03-10 Thread 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

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread Rolf Turner
On 11/03/2008, at 4:04 AM, Ben Domingue wrote: 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

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread Peter Dalgaard
Rolf Turner wrote: On 11/03/2008, at 4:04 AM, Ben Domingue wrote: 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

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread Rolf Turner
It would appear that the SPSS procedure would then give exactly the same point estimates of the parameters, and change the inference structure by changing the ``denominator degrees of freedom'' from n-p to sum(w) - p. This seems to me to make little sense ... But then, it ***is*** SPSS. :-)

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread JRG
On 11 Mar 2008 at 14:09, Rolf Turner wrote: It would appear that the SPSS procedure would then give exactly the same point estimates of the parameters, and change the inference structure by changing the ``denominator degrees of freedom'' from n-p to sum(w) - p. Well, if that IS what SPSS