Gen wrote:
> I am performing linear regression R and would like to incorporate sampling
> weights.  
>   

There is a survey package for the analysis of data from complex sample 
designs
of which svyglm might fit your purposes.

For the home page of the package (with lots of materials), see
http://faculty.washington.edu/tlumley/survey/

HTH,
Tobias

> Does any one know how to obtain Horvitz-Thompson variance estimates when
> performing linear regression?
> Thank you for your help.
>   

-- 

Tobias Verbeke - Consultant
Business & Decision Benelux
Rue de la révolution 8
1000 Brussels - BELGIUM

+32 499 36 33 15
[EMAIL PROTECTED]

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