[R] function to generate weights for lm?

From: tom soyer <tom.soyer_at_gmail.com>
Date: Tue, 29 Apr 2008 08:20:29 -0500


Hi,

I would like to use a weighted lm model to reduce heteroscendasticity. I am wondering if the only way to generate the weights in R is through the laborious process of trial and error by hand. Does anyone know if R has a function that would automatically generate the weights need for lm?

Thanks,

-- 
Tom

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