Re: [R] naive collinear weighted linear regression

2009-11-15 Thread Mauricio O Calvao
Peter Dalgaard p.dalgaard at biostat.ku.dk writes: The point is that R (as well as almost all other mainstream statistical software) assumes that a weight means that the variance of the corresponding observation is the general variance divided by the weight factor. The general variance is

Re: [R] naive collinear weighted linear regression

2009-11-15 Thread Mauricio O Calvao
David Winsemius dwinsemius at comcast.net writes: It's really not that difficult to get the variance covariance matrix. What is not so clear is why you think differential weighting of a set that has a perfect fit should give meaningfully different results than a fit that has no

Re: [R] naive collinear weighted linear regression

2009-11-14 Thread Mauricio O Calvao
David Winsemius dwinsemius at comcast.net writes: Which means those x, y, and error figures did not come from an experiment, but rather from theory??? The fact is I am trying to compare the results of: (1) lm under R and (2) the Java applet at