a special case of this is weighted least squares. but there are other
special cases. it depends on what exactly you want to do.
Gary
On Sat, 29 Mar 2003, Stanislav Markus wrote:
can somebody, please, explain what a "Feasible
Generalized Least
Squares" regression is..? how does one make it happen in R...?
thanks!
****************************
Stanislav Markus
Ph.D. Candidate
Harvard University
Department of Government
e: smarkus(a)fas.harvard.edu
t: 617.513.5407