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
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