[R] sample weights in ols

From: jour4life <jour4life_at_gmail.com>
Date: Mon, 09 May 2011 19:50:35 -0700 (PDT)

Hello all,

I am wondering if there is a way to specify sampling weights for an ols model using sample weights.

For instance, right now, my code is:

fit.ex<-lm(y~x1+x2+x3+...xk,data=dataset,weights=weightvariable.) summary(fit.ex)

But, there is almost no difference in the coefficients nor standard errors. I am skeptical that I am using the option correctly since many posts state that the "weights" option is for weighted least squares. Or is this the same thing?

Any help is appreciated!



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