This type of model is actually much more common in certain branches of science (e.g. physics) and engineering than "normal" linear regression. So, in physics tools like `ROOT`, doing this type of fit is trivial, while linear regression is not natively implemented! Physicists tend to call this just a "fit" or a chi-square minimizing fit.
The normal linear regression model assumes that there is an overall variance $\sigma$ attached to every measurement. It then maximizes the likelihood
$$
L \propto \prod_i e^{-\frac{1}{2} \left( \frac{y_i-(ax_i+b)}{\sigma} \right)^2}
$$
or equivalently its logarithm
$$
\log(L) = \mathrm{constant} - \frac{1}{2\sigma^2} \sum_i (y_i-(ax_i+b))^2
$$
Hence the name least-squares -- maximizing the likelihood is the same as minimizing the sum of squares, and $\sigma$ is an unimportant constant, as long as it *is* constant. With measurements that have different known uncertainties, you'll want to maximize
$$
L \propto \prod e^{-\frac{1}{2} \left( \frac{y-(ax+b)}{\sigma_i} \right)^2}
$$
or equivalently its logarithm
$$
\log(L) = \mathrm{constant} - \frac{1}{2} \sum \left( \frac{y_i-(ax_i+b)}{\sigma_i} \right)^2
$$
So, you actually want to weight the measurements by the inverse variance $1/\sigma_i^2$, not the variance.
This makes sense -- a more accurate measurement has smaller uncertainty and should be given more weight. Note that if this weight is constant, it still factors out of the sum. So, it doesn't affect the estimated values, but it *should* affect the standard errors, taken from the second derivative of $\log(L)$.
However, here we come to another difference between physics/science and statistics at large. Typically in statistics, you expect that a correlation might exist between two variables, but rarely will it be exact. In physics and other sciences, on the other hand, you often expect a correlation or relationship to be exact, if only it weren't for pesky measurement errors (e.g. $F=ma$, not $F=ma+\epsilon$). Your problem seems to fall more into the physics/engineering case. Consequently, `lm`'s interpretation of the uncertainties attached to your measurements and of the weights isn't quite the same as what you want. It'll take the weights, but it still thinks there is an overall $\sigma^2$ to account for regression error, which is not what you want -- you want your measurement errors to be the only kind of error there is. (The end result of `lm`'s interpretation is that only the relative values of the weights matter, which is why the constant weights you added as a test had no effect). The question and answer here have more details:
http://stats.stackexchange.com/questions/113987/lm-weights-and-the-standard-error
There are a couple of possible solutions given in the answers there. In particular, an anonymous answer there suggests using
```vcov(mod)/summary(mod)$sigma^2
```
Basically, `lm` scales the covariance matrix based on its estimated $\sigma$, and you want to undo this. You can then get the information you want from the corrected covariance matrix. Try this, but try to double-check it if you can with manual linear algebra. And remember that the weights should the the inverse variances.
EDIT
If you're doing this sort of thing a lot you might consider using `ROOT` (which seems to do this natively while `lm` and `glm` do not). Here's a brief example of how to do this in `ROOT`. First off, `ROOT` can be used via C++ or Python, and its a huge download and installation. You can try it in the browser using a Jupiter notebook, following the link [here][1], choosing "Binder" on the right, and "Python" on the left.
import ROOT
from array import array
import math
x = range(1,11)
xerrs = [0]*10
y = [131.4,227.1,245,331.2,386.9,464.9,476.3,512.2,510.8,532.9]
yerrs = [math.sqrt(i) for i in y]
graph = ROOT.TGraphErrors(len(x),array('d',x),array('d',y),array('d',xerrs),array('d',yerrs))
graph.Fit("pol2","S")
c = ROOT.TCanvas("test","test",800,600)
graph.Draw("AP")
c.Draw()
I've put in square roots as the uncertainties on the $y$ values. The output of the fit is
Welcome to JupyROOT 6.07/03
****************************************
Minimizer is Linear
Chi2 = 8.2817
NDf = 7
p0 = 46.6629 +/- 16.0838
p1 = 88.194 +/- 8.09565
p2 = -3.91398 +/- 0.78028
and a nice plot is produced:
[![quadfit][2]][2]
The ROOT fitter can also handle uncertainties in the $x$ values, which would probably require even more hacking of `lm`. If anyone knows a native way to do this in R, I'd be interested to learn it.
SECOND EDIT
The other answer from the same previous question by @Wolfgang gives an even better solution: the `rma` tool from the `metafor` package (I originally interpreted text in that answer to mean that it did not calculate the intercept, but that's not the case). Taking the variances in the measurements y to be simply y:
> rma(y~x+I(x^2),y,method="FE")
Fixed-Effects with Moderators Model (k = 10)
Test for Residual Heterogeneity:
QE(df = 7) = 8.2817, p-val = 0.3084
Test of Moderators (coefficient(s) 2,3):
QM(df = 2) = 659.4641, p-val < .0001
Model Results:
estimate se zval pval ci.lb ci.ub
intrcpt 46.6629 16.0838 2.9012 0.0037 15.1393 78.1866 **
x 88.1940 8.0956 10.8940 <.0001 72.3268 104.0612 ***
I(x^2) -3.9140 0.7803 -5.0161 <.0001 -5.4433 -2.3847 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
This is definitely the best pure R tool for this type of regression that I've found.
[1]: https://swanserver.web.cern.ch/swanserver/rootdemo
[2]: https://i.sstatic.net/kwa4A.png