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Mimicking SPSS weighted least squares

On 11/03/2008, at 4:04 AM, Ben Domingue wrote:

            
I think it's up to you to find out what ``option #2 from SPSS'' actually
*does*.  If you know that, then you can (with a modicum of effort)
duplicate that option in R.  The help file for lm() tells you that
R uses the weights by minimizing sum(w*e^2) where w = weights and
e = ``errors'' or residuals.

	cheers,

		Rolf Turner

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