text_combined: zhang yanwei princetonmram yzhangmunichreamericacom hi id like fit multivariate regression variance error term porportional predictors like wls univariate case y_1x_1x_2 y_2x_1x_2 vary_1x_1sigma_12 vary_2x_2sigma_22 covy_1y_2sqrtx_1x_2sigma_122 specify r corresponding function univariate specification lmyxweightsx thanks sincerely yanwei zhang department actuarial research modeling munich america tel 6092752176 email yzhangmunichreamericacom alternative html version deleted ______________________________________________ rhelprprojectorg mailing list httpsstatethzchmailmanlistinforhelp please read posting guide httpwwwrprojectorgpostingguidehtml provide commented minimal selfcontained reproducible code wed 06 aug 2008 104323 0400 r weighted multivariate regression