thanks a lot, it works On Thu, Jul 5, 2012 at 11:40 AM, Thomas Lumley-2 [via R] < ml-node+s789695n4635453...@n4.nabble.com> wrote:
> On Thu, Jul 5, 2012 at 11:40 AM, jacquesliu <[hidden > email]<http://user/SendEmail.jtp?type=node&node=4635453&i=0>> > wrote: > > > 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? > > The two examples are using the opposite weights. To replicate the > answer from the second approach with lm, use weight=INC^-1 > > In lm(), observations with high weights have more, um, weight. They > influence the results more than observations with low weight. Your > code does the opposite. > > -thomas > -- > Thomas Lumley > Professor of Biostatistics > University of Auckland > > ______________________________________________ > [hidden email] <http://user/SendEmail.jtp?type=node&node=4635453&i=1>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. > > > ------------------------------ > If you reply to this email, your message will be added to the discussion > below: > http://r.789695.n4.nabble.com/a-problem-about-WLS-tp4635446p4635453.html > To unsubscribe from a problem about WLS, click > here<http://r.789695.n4.nabble.com/template/NamlServlet.jtp?macro=unsubscribe_by_code&node=4635446&code=amFjcXVlc2xpdUBnbWFpbC5jb218NDYzNTQ0NnwxNTkzNzg0MjQx> > . > NAML<http://r.789695.n4.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.NodeNamespace&breadcrumbs=notify_subscribers%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml> > -- Liu,Jacques -- View this message in context: http://r.789695.n4.nabble.com/a-problem-about-WLS-tp4635446p4635523.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ 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.
