Re: [R] Mimicking SPSS weighted least squares

2008-03-12 Thread John Fox
Behalf Of Peter Dalgaard > Sent: March-11-08 11:27 AM > To: John Fox > Cc: r-help@r-project.org; 'Ben Domingue' > Subject: Re: [R] Mimicking SPSS weighted least squares > > John Fox wrote: > > Dear JRG, Rolf, Ben, and Peter, > > > > "Frequency"

Re: [R] Mimicking SPSS weighted least squares

2008-03-11 Thread Peter Dalgaard
sity > Hamilton, Ontario, Canada L8S 4M4 > 905-525-9140x23604 > http://socserv.mcmaster.ca/jfox > > > >> -Original Message- >> From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] >> project.org] On Behalf Of JRG >> Sent: March-10-08 10:27 PM >> To:

Re: [R] Mimicking SPSS weighted least squares

2008-03-11 Thread Ben Domingue
; > Sent: March-10-08 10:27 PM > > To: Rolf Turner; r-help@r-project.org; Ben Domingue > > Cc: r-help@r-project.org > > Subject: Re: [R] Mimicking SPSS weighted least squares > > > > On 11 Mar 2008 at 14:09, Rolf Turner wrote: > > > > > > > > It

Re: [R] Mimicking SPSS weighted least squares

2008-03-11 Thread John Fox
gt; From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > project.org] On Behalf Of JRG > Sent: March-10-08 10:27 PM > To: Rolf Turner; r-help@r-project.org; Ben Domingue > Cc: r-help@r-project.org > Subject: Re: [R] Mimicking SPSS weighted least squares > > On 11 Mar 2008 at 14:09, R

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread JRG
On 11 Mar 2008 at 14:09, Rolf Turner wrote: > > It would appear that the SPSS procedure would then give exactly the same > point estimates of the parameters, and change the inference structure by > changing the ``denominator degrees of freedom'' from n-p to sum(w) - p. > Well, if that IS what S

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread Rolf Turner
It would appear that the SPSS procedure would then give exactly the same point estimates of the parameters, and change the inference structure by changing the ``denominator degrees of freedom'' from n-p to sum(w) - p. This seems to me to make little sense ... But then, it ***is*** SPSS. :-)

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread Peter Dalgaard
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 expe

Re: [R] Mimicking SPSS weighted least squares

2008-03-10 Thread Rolf Turner
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,