I just hit this error. https://github.com/JuliaStats/GLM.jl/blob/f149f2bee3336914dfcbbe033474add270567c63/src/lm.jl#L267 One [Discourse answer](https://discourse.julialang.org/t/weighted-linear-regression-with-confidence-interval/60610/4) suggests using `glm(f,d,Normal())` instead of `lm` as a workaround. I'm not sure if that's equivalent.