Rolf Turner wrote: > On 11/03/2008, at 4:04 AM, Ben Domingue wrote: > > >> Howdy, >> In SPSS, there are 2 ways to weight a least squares regression: >> 1. You can do it from the regression menu. >> 2. You can set a global weight switch from the data menu. >> These two options have no, in my experience, been equivalent. >> Now, when I run lm in R with the weights= switch set accordingly, I >> get the same set of results you would see with option #1 in SPSS. >> Does anybody know how to duplicate option #2 from SPSS in R? >> > > I think it's up to you to find out what ``option #2 from SPSS'' actually > *does*. If you know that, then you can (with a modicum of effort) > duplicate that option in R. The help file for lm() tells you that > R uses the weights by minimizing sum(w*e^2) where w = weights and > e = ``errors'' or residuals. > > > I believe case weighting in SPSS effectively replicates the relevant row (not sure if anything sensible comes out if weights are non-integer). So
lm(...., data=mydata[rep(1:nrow(mydata),w),]) or thereabouts should do it. Might not be too efficient though. -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ 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.
