Weighting is entirely ok, if you think that the large transactions
are ones for which the observed price is more accurate.
(This sounds unlikely to me, but it might be possible; the
seller might devote more careful calculation to larger sales.)
Weights in lm() should be chosen as w_i = 1/v_i wher
I buy flowers at a local market on a fairly regular basis. The flower
vendors post their prices and if I want to buy only one or two flowers I
will generally get the posted price. From time to time I want to buy large
quantities of flowers, and sometimes a vendor will give me a better price
than
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