[Rd] Discourage the weights= option of lm with summarized data

In the Details section of lm (linear models) in the Reference manual, it is suggested to use the weights= option for summarized data. This must be discouraged rather than encouraged. The motivation for this is as follows. With summarized data the standard errors get smaller with increasing numbers

Re: [Rd] Discourage the weights= option of lm with summarized data

Using 'weights' is not meant to indicate that the same observation is repeated 'n' times. It is meant to indicate different variances (or to be precise, that the variance of the last observation in 'x' is sigma^2 / n, while the first three observations have variance sigma^2). Best, Wolfgang --