On Saturday 09 August 2008 23:25, Arne Henningsen wrote:
> > -Original Message-
> > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
> > Sent: Monday, August 04, 2008 5:15 PM
> > To: Zhang Yanwei - Princeton-MRAm
> > Subject: RE: [R] Multivariate Regress
> -Original Message-
> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
> Sent: Monday, August 04, 2008 5:15 PM
> To: Zhang Yanwei - Princeton-MRAm
> Subject: RE: [R] Multivariate Regression with Weights
>
> the systemfit package can do that and the documentation
Hi all,
I'd like to fit a multivariate regression with the variance of the error term
porportional to the predictors, like the WLS in the univariate case.
y_1~x_1+x_2
y_2~x_1+x_2
var(y_1)=x_1*sigma_1^2
var(y_2)=x_2*sigma_2^2
cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2
How can I specify thi
Subject: RE: [R] Multivariate Regression with Weights
the systemfit package can do that and the documentation is quite nice also.
On Mon, Aug 4, 2008 at 4:39 PM, Zhang Yanwei - Princeton-MRAm wrote:
> Hi all,
> I'd like to fit a multivariate regression with the variance of the
&
Hi all,
I'd like to fit a multivariate regression with the variance of the error term
porportional to the predictors, like the WLS in the univariate case.
y_1~x_1+x_2
y_2~x_1+x_2
var(y_1)=x_1*sigma_1^2
var(y_2)=x_2*sigma_2^2
cov(y_1,y_2)=sqrt(x_1*x_2)*sigma_12^2
How can I specify thi
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