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MathGroup Archive 1995

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[Q] weighted regression with Regress

  • To: mathgroup at christensen.cybernetics.net
  • Subject: [mg1834] [Q] weighted regression with Regress
  • From: kliche at lucy.informatik.uni-dortmund.de (Udo Kliche)
  • Date: Thu, 3 Aug 1995 23:54:04 -0400
  • Organization: CS Department, Dortmund University, Germany

-- 

Hi,

i'm sorry if my question is a very simple one, but in my view the technical 

report to the Mathematica packages is ambiguous here.


How do i specify the weights for a weighted regression ?


To be more precise:

If fi is a function to describe the variances in terms of their expectations,

must i specify the weights wi as wi = fi or wi= 1/fi ??


Thanks for any feedback,
Udo.


          ***************************************************************
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 ( o o )  8   Udo Kliche     kliche at ls6.informatik.uni-dortmund.de      |
  ` - /\/'|     http://ls6-www.informatik.uni-dortmund.de/~kliche/      |
     /`   |    Greetings to all friends of WAVE- and GOTHIC Music       |
    |     +-------------------------------------------------------------+
     \_   8  Al Bundy said: "Hey Peg. We gonna make us a common Xmas-   |
 '95   `^`|          prasent. I buy a colt and you obtain the bullet !  |
          ***************************************************************

Another Al quote: " The woman entering the shoe-shop was so fat that three 
		    smaller women encircled her in an orbit "


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