Hi Daniel,
Thanks for your reply. The weight is dependent on the estimated E(Y).
In other words, I need R to estimate the beta coefficients and weights
simultaneously, like what is performed in gls(). However, the weight
form allowed in gls() is different from what I want.
In SPSS, we can simply
You can specify the weights=... argument in the lm() function as vector of
weights, one for each observation. Should that not do what your are trying
to do?
HTH,
Daniel
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Dear R Users,
I am new to the mailing list. I posted this message about two hours
ago but did not receive it through the list, so I am posting it again.
Sorry for duplicates.
I would like to use R to fit a Weighted Least Square model for a
binary outcome, say Y. The model is the one widely used
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