[R] function to generate weights for lm?

Hi, I would like to use a weighted lm model to reduce heteroscendasticity. I am wondering if the only way to generate the weights in R is through the laborious process of trial and error by hand. Does anyone know if R has a function that would automatically generate the weights need for lm?

Re: [R] function to generate weights for lm?

On Tue, Apr 29, 2008 at 6:20 AM, tom soyer [EMAIL PROTECTED] wrote: Hi, I would like to use a weighted lm model to reduce heteroscendasticity. I am wondering if the only way to generate the weights in R is through the laborious process of trial and error by hand. Does anyone know if R has

Re: [R] function to generate weights for lm?

Thanks Kingsford! I will cc r-help. varPower() works for me. I want to use lm because predict.gls does not give lwr and upr values, and also the bptest and ncv.test only work with lm models... On 4/29/08, Kingsford Jones [EMAIL PROTECTED] wrote: hi Tom, Basically, a simple way to model