MathGroup Archive 1999

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LinearRegression Standard Package

  • To: mathgroup at
  • Subject: [mg20753] LinearRegression Standard Package
  • From: "DIAMOND Mark" <noname at>
  • Date: Wed, 10 Nov 1999 00:17:59 -0500
  • Organization: The University of Western Australia
  • Sender: owner-wri-mathgroup at

I want to perform a series of weighted linear regressions with the same data
set. Sometimes I want to exclude some data points from the regression. I had
thought that this might be accomplished by weighting that point to zero, as
in the following example.

data = {2, 3, 4, 5, 6};
w = {1, 1, 0, 1, 1};
Regress[data, {1, x}, x, Weights -> w]

However, this results in the error message
 Power::infy  Infinite expression 1/0 encountered.

Question 1: I presume that, in essence, this is because minimizing  the sums
of 0*(yhat - a -bx)^2 is indeterminate for 'a' and 'b'. Am I correct in my

Question 2: I have side stepped the problem by using $MinMachinePrecision
instead of a zero weight? All the other weights are many orders of magnitude
higher, but what problems if any might my inelegant cause me and what more
sensible way should I go about this?

Many thanks

mark diamond
no spam email: markd at psy dot uwa dot edu dot au

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