Hello all, I am wondering if there is a way to specify sampling weights for an ols model using sample weights.
For instance, right now, my code is: fit.ex<-lm(y~x1+x2+x3+...xk,data=dataset,weights=weightvariable.) summary(fit.ex) But, there is almost no difference in the coefficients nor standard errors. I am skeptical that I am using the option correctly since many posts state that the "weights" option is for weighted least squares. Or is this the same thing? Any help is appreciated! Thanks Carlos -- View this message in context: http://r.789695.n4.nabble.com/sample-weights-in-ols-tp3510865p3510865.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.
