(Answered) Question fienberg 1980 says we know of no justification

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Question: Fienberg (1980) says, "We know of no justification whatsoever for applying standard multivariate methods to weighted data the automatic insertion of a matrix of sample-based weights into a weighted least-squares analysis is more often than not misleading, and possibly even incorrect." Which approach to regression inference does Fienberg advocate? What is your reaction?

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