Re: [R] Questions on weighted least squares

- Princeton-MRAm Cc: r-help@r-project.org Subject: RE: [R] Questions on weighted least squares Sorry if I did not state clearly. Put it another way. If the variance of the observation is proportional to the predictor, that is, var(y_i)=x_i*sigma^2, what should be specified in the "weights"

Re: [R] Questions on weighted least squares

artment of Actuarial Research and Modeling Munich Re America Tel: 609-275-2176 Email: [EMAIL PROTECTED] -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Sent: Wednesday, July 23, 2008 3:00 PM To: Zhang Yanwei - Princeton-MRAm Subject: RE: [R] Questions on weighted least squa

[R] Questions on weighted least squares

Hi all, I met with a problem about the weighted least square regression. 1. I simulated a Normal vector (sim1) with mean 425906 and standard deviation 4. 2. I simulated a second Normal vector with conditional mean b1*sim1, where b1 is just a number I specified, and variance proportional to