If weights are specified then a weighted least squares is performed
with the weight given to the jth case specified by the jth
entry in wt
.
If any observation has a missing value in any field, that observation
is removed before the analysis is carried out.
This can be quite inefficient if there is a lot of missing data.
The implementation is via a modification of the LINPACK subroutines
which allow for multiple left-hand sides.