Github user actuaryzhang commented on the issue:
https://github.com/apache/spark/pull/16630
The following code illustrates the idea of this PR.
```
val datasetWithWeight = Seq(
(1.0, 1.0, 0.0, 5.0),
(0.5, 2.0, 1.0, 2.0),
(1.0, 3.0, 2.0, 1.0),
(0.0, 4.0, 3.0, 3.0)
).toDF("y", "w", "x1", "x2")
val formula = (new RFormula()
.setFormula("y ~ x1 + x2")
.setFeaturesCol("features")
.setLabelCol("label"))
val output = formula.fit(datasetWithWeight).transform(datasetWithWeight)
val glr = new GeneralizedLinearRegression()
val model = glr.fit(output)
model.summary.summaryTable.show
```
This prints out:
```
+---------+--------------------+-------------------+-------------------+-------------------+
| Feature| Estimate| StdError| TValue|
PValue|
+---------+--------------------+-------------------+-------------------+-------------------+
|Intercept| 1.4523809523809539| 0.9245946589975053| 1.5708299180050451|
0.3609009059280113|
|
x1|-0.33333333333333387|0.28171808490950573|-1.1832159566199243|0.44669962096188565|
| x2|-0.11904761904761924| 0.21295885499998|-0.5590169943749482|
0.6754896416955616|
+---------+--------------------+-------------------+-------------------+-------------------+
```
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