Weighted regression in REML
Hello: I'm reading the book of Searle: http://www.leg.ufpr.br/~eder/Variance%20Components.pdf I think that equation 53 on p 276 suggests that if one wants to use weights in REML, the solution is very similar to that in OLS: multiply X, Z, and Y by the square root of the weight matrixand proceed as in unweighted case. Am I right or there is more that needs to be done? Regards,Nik