Dear List,
Why do commonly used estimator functions (such as lm(), glm(), etc.) not
allow negative case weights? I suspect that there is a good reason for this.
Yet, I can see reasonable cases when one wants to use negative case weights.
Take lm() for example:
###
n - 20
Y - rnorm(n)
X -
On 8/4/2006 1:26 PM, Jens Hainmueller wrote:
Dear List,
Why do commonly used estimator functions (such as lm(), glm(), etc.) not
allow negative case weights?
Residual sums of squares (or deviances) could be negative with negative
case weights. This doesn't seem like a good thing: would
PM
An: Jens Hainmueller
Cc: r-help@stat.math.ethz.ch
Betreff: Re: [R] why does lm() not allow for negative weights?
On 8/4/2006 1:26 PM, Jens Hainmueller wrote:
Dear List,
I suspect that there is a good reason for this.
Yet, I can see reasonable cases when one wants to use
On 4 August 2006 at 19:26, Jens Hainmueller wrote:
| Why do commonly used estimator functions (such as lm(), glm(), etc.) not
| allow negative case weights? I suspect that there is a good reason for this.
That came up on r-sig-finance a little while ago. As usual, Gabor won the
contest for most
