Re: [R] naive "collinear" weighted linear regression

2009-11-15 Thread Mauricio O Calvao
David Winsemius comcast.net> writes: > > It's really not that difficult to get the variance covariance matrix. > What is not so clear is why you think differential weighting of a set > that has a perfect fit should give meaningfully different results than > a fit that has no weights. Aga

Re: [R] naive "collinear" weighted linear regression

2009-11-15 Thread Mauricio O Calvao
Peter Dalgaard biostat.ku.dk> writes: > > The point is that R (as well as almost all other mainstream statistical > software) assumes that a "weight" means that the variance of the > corresponding observation is the general variance divided by the weight > factor. The general variance is still

Re: [R] naive "collinear" weighted linear regression

2009-11-14 Thread Mauricio O Calvao
David Winsemius comcast.net> writes: > > Which means those x, y, and "error" figures did not come from an > experiment, but rather from theory??? > The fact is I am trying to compare the results of: (1) lm under R and (2) the Java applet at http://omnis.if.ufrj.br/~carlos/applets/reta/reta