On Wed, Sep 7, 2011 at 4:28 PM, Suphajak Ngamlak <supha...@phatrasecurities.com> wrote: > Dear all, > > I am trying to do weighted regression using lm function in R. However, I have > a question why the results from > > > 1) lm(formula = Y~aX, weight = w) > > 2) lm(formula = wY~waX) > > are different. Aren't they supposed to have the exactly same result?
No. lm(formula = wY~waX) is the same as lm(formula = Y~aX, weight = w^2) -- Thomas Lumley Professor of Biostatistics University of Auckland ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
