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bizarre signif stars in Sweave latex

What locale is this?

My guess is that this is a UTF-8 locale.  If so, you need to tell latex 
the input is in UTF-8, which you can do in the current LaTeX release
(you need 2003/12/01).  As I recall you do this by

\usepackage[utf8]{inputenc}
On Sun, 21 Aug 2005, Charles Geyer wrote: