Isn't that exactly what you would expect when using a _generalized_ least squares compared to a normal least squares? GLS is not the same as WLS.
http://www.aiaccess.net/English/Glossaries/GlosMod/e_gm_least_squares_generalized.htm Cheers Joris On Thu, Jun 24, 2010 at 9:16 AM, Stats Wolf <stats.w...@gmail.com> wrote: > Hi all, > > I understand that gls() uses generalized least squares, but I thought > that maybe optimum weights from gls might be used as weights in lm (as > shown below), but apparently this is not the case. See: > > library(nlme) > f1 <- gls(Petal.Width ~ Species / Petal.Length, data = iris, weights > = varIdent(form = ~ 1 | Species)) > aa <- attributes(summary(f1)$modelStruct$varStruct)$weights > f2 <- lm(Petal.Width ~ Species / Petal.Length, data = iris, weights = aa) > > summary(f1)$tTable; summary(f2) > > So, the two models with the very same weights do differ (in terms of > standard errors). Could you please explain why? Are these different > types of weights? > > Many thanks in advance, > Stats Wolf > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joris Meys Statistical consultant Ghent University Faculty of Bioscience Engineering Department of Applied mathematics, biometrics and process control tel : +32 9 264 59 87 joris.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.