# Questions tagged [weighted-regression]

Weighted least squares regression is a generalization of OLS regression used when different data points have different importance, or "weights". See also [weighted-data].

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### Why are 1/SE or 1/variance commonly used as weights in regressions?

I'm trying to do a meta-analysis for the first time, comparing measurements of a simple experiment treatment against a control in a variety of species. I started by fitting a mixed-effects model to ...
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### Weights in binary logistic regression

I am conducting a vote-counting meta-analysis where the only information I have from each study is the direction of the treatment effect (positive or negative) and the sample size. My plan is to fit a ...
1 vote
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### Include confidence intervals of samples in nlme model

I have a continuous response variable (leaf length), which has been repeatedly measured in 45 experimental plots over several growing seasons. My goal is to properly estimate at which day of the year (...
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### Design-based standard errors in svyglm but w/o weights or stratification

For inverse probability weighting (IPW) in R the use of survey::svyglm is well established. I want to compare the results of 10K+ (!) models with and without the ...
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### Geographically weighted random forest and categorical covariate

I am about to use geographically weighted random forest (GWRF) for regression prediction (I want to predict a continuous raster). I have one dependent and 4 independent variables. One of my ...
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### Implementing SUR on weighted regression models

I have two equations: fit1= svyglm(Y1 ~ X1 + X2 + X3, design= design.mnps, data= data) fit2= svyglm(Y2 ~ X1 + X2 + X3, design= design.mnps, data= data) ...
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### Heteroscedasticity robust variance-covariance matrix for weighted multivariate regression

I need heteroscedasticity robust standard errors for a multivariate linear model (MLM) with weights. In R we usually use sandwich::vcovHC with type ...
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1 vote
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### Times series with autocorrelated errors

I'm following the "Time Series Analysis and Its Applications With R Examples" from Shumway and Stoffer. In chapter 3.8 they talk about Regression with Autocorrelated Errors. "They use ...
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### Interpretation of weights in a GLM

I want to know whether my interpretation of GLM weights is correct. On R documentation of GLM it says that Non-NULL weights can be used to indicate that different observations have different ...
1 vote