[R] Mimicking SPSS weighted least squares

From: Ben Domingue <ben.domingue_at_gmail.com>
Date: Mon, 10 Mar 2008 09:04:23 -0600

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, when I run lm in R with the weights= switch set accordingly, I get the same set of results you would see with option #1 in SPSS. Does anybody know how to duplicate option #2 from SPSS in R?


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