R help - Jan 2010 - 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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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.  
-- 
View this message in context:
http://n4.nabble.com/weighted-least-squares-vs-linear-regression-tp1387957p1
387957.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help at r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

sorry, i ommited some important information.

this is a documentation question!

i meant to ask how to find out how R calculates the standard error and how
it differs between the two models 
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On Jan 28, 2010, at 2:14 PM, DispersionMap wrote:
>
> sorry, i ommited some important information.
>
> this is a documentation question!
>
> i meant to ask how to find out how R calculates the standard error  
> and how
> it differs between the two models
Luke, .... Use the Code!.

> -- 
> View this message in context:
http://n4.nabble.com/weighted-least-squares-vs-linear-regression-tp1387957p1393060.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
Heritage Laboratories
West Hartford, CT