lm.fit(A, b)$coefficients seems to do what I want, but, as you have rightly
pointed out, the deviations most probably will not have constant variance
(but should be normally distributed). Basically, I make measurements from
which I obtain the vector b with variance in each of the values v. How
would I fit my data then? (A is known and fixed). What's the best book to
look at for solving those problems?
Thanks,
Tomek
How do you wish to decide how to resolve the likely inconsistencies
in the overdetermined system? If you assume the vertical deviations from a
linear fit are normally distributed with constant variance, then
"lm" should do what you want.
_________________________________________________________________
It's fast, it's easy and it's free. Get MSN Messenger today!
______________________________________________
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
