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2010 Jun 24
1
Question on WLS (gls vs lm)
Hi all,
I understand that gls() uses generalized least squares, but I thought
that maybe optimum weights from gls might be used as weights in lm (as
shown below), but apparently this is not the case. See:
library(nlme)
f1 <- gls(Petal.Width ~ Species / Petal.Length, data = iris, weights
= varIdent(form = ~ 1 | Species))
aa <- attributes(summary(f1)$modelStruct$varStruct)$weights
f2 <-