You can specify the weights=... argument in the lm() function as vector of weights, one for each observation. Should that not do what your are trying to do?
HTH, Daniel -- View this message in context: http://r.789695.n4.nabble.com/a-Weighted-Least-Square-Model-for-a-Binary-Outcome-tp3631551p3631834.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.