[R] weighted least squares vs linear regression

Bert Gunter gunter.berton at gene.com
Thu Jan 28 18:41:43 CET 2010


You'll probably need to consult a suitable text on linear models/applied
regression, as this is a statistics, not an R question -- or look for a
suitable tutorial on the web. You might also try one of the statistics
mailing lists or Google on some suitable phrase. 

Bert Gunter
Genentech Nonclinical Statistics

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of DispersionMap
Sent: Thursday, January 28, 2010 9:06 AM
To: r-help at r-project.org
Subject: [R] weighted least squares vs linear regression



I need to find out the difference between the way R calculates weighted
regression and standard regression.


I want to plot a 95% confidence interval around an estimte i got from least
squares regression.

I cant find he documentation for this

ive looked in 
?stats
?lm
?predict.lm
?weights
?residuals.lm

Can anyone shed light?

thanks

Chris.  
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