I was asked to do a WLS estimation, so I thought of lm() with weights like wls=lm(Y~X-1,weight=INC)
however, it gives different result as below code, which use the formula of WLS y<-Y*INC^-0.5 x<-X*INC^-0.5 wls=lm(y~x-1) Can anybody explain to me why the first code can not give the right answer? Many thanks -- View this message in context: http://r.789695.n4.nabble.com/a-problem-about-WLS-tp4635446.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
