Dear R Users, I am new to the mailing list. I posted this message about two hours ago but did not receive it through the list, so I am posting it again. Sorry for duplicates.
I would like to use R to fit a Weighted Least Square model for a binary outcome, say Y. The model is the one widely used for a binary dependent variable when the logistic model has not been proposed. Does anyone know how to specify the weight as the square root of 1/(E(Y)(1-E(Y)) in lm() or any other regression functions? I know that varPower() in the package of gls() can provide an optimal alpha estimator for a weight with the form of $E(Y)^{-2\alpha}$, which does not include the weight form I need. Please correct me if I am wrong. Thanks for any replies in advance! Best Regards, Vivian ______________________________________________ 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.