Dear R Users, I would like to use R to fit a Weighted Least Square model for a binary outcome, say Y. The model is the one widely used for a binary dependent variable when the logistic model has not been proposed. Does anyone know how to specify the weight as the square root of 1/(E(Y)(1-E(Y)) in lm() or any other regression functions? I know that varPower() in the package of gls() can provide an optimal alpha estimator for a weight with the form of $E(Y)^{-2\alpha}$, which does not include the weight form I need. Please correct me if I am wrong. Thanks for any replies in advance! Best Regards, Vivian