plot(cars) reg0=lm(dist~speed,data=cars) reg1=lm(dist~speed,data=cars, weights=1/sqrt(speed)) summary(reg0) summary(reg1) reg2=lm(dist~speed,data=cars, weights=1/speed) summary(reg2) plot(ecdf(residuals(reg0)/sd(residuals(reg0)))) curve(pnorm(x),col="red",add=TRUE) plot(cars) u=seq(.5,2,by=.01) a=1; plot(u,(u^a-1)/a,type="l") a=2; lines(u,(u^a-1)/a,type="l",col="blue") a=-1; lines(u,(u^a-1)/a,type="l",col="red") a=.01; lines(u,(u^a-1)/a,type="l",col="purple") library(MASS) reg=lm(dist~I(speed^.5),data=cars) boxcox(reg) base=cars base$sp=cut(base$speed,c(0,10,13,17,20,50)) summary(lm(dist~sp,data=base)) base=cars base$sp=cut(base$speed,c(0,13,17,20,50)) summary(lm(dist~sp,data=base))