Message-ID: <9c15a6240803100804o4cd9f403h1691b0015a7f0d67@mail.gmail.com>
Date: 2008-03-10T15:04:23Z
From: Ben Domingue
Subject: Mimicking SPSS weighted least squares
Howdy,
In SPSS, there are 2 ways to weight a least squares regression:
1. You can do it from the regression menu.
2. You can set a global weight switch from the data menu.
These two options have no, in my experience, been equivalent.
Now, when I run lm in R with the weights= switch set accordingly, I
get the same set of results you would see with option #1 in SPSS.
Does anybody know how to duplicate option #2 from SPSS in R?
Ben