# 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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### Is it possible to estimate IPTW in two different subgroups to evaluate interaction? (Subgroup Balancing Propensity Score?)

This questions needs a toy example to be explained. I apologize if the question is not clear. Suppose we have an observational study in which we want to evalute the association between exposure to ...
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### IPTW in Cox Regression model using the WeightIt package - Question on ATT vs. ATE interpretation

I am currently trying to perform some IPTW adjustment in the context of Cox Regression models. I was interested in expanding my understanding of the differences between ATE vs. ATT estimation. I've ...
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### Weighting the R-squared as a measure of goodness-of-fit in Linear Regression [duplicate]

I have two observed time series $x_i$ and $y_i$ and I want to test if $x_i$ is a good predictor of of $y_i$. So I run a simple linear regression Y ~ X and use $R^2$ as a measure of goodness of fit. ...
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### Logistic regression for case-control studies

If I have designed a study where participants from 3 disease groups of fixed size were being sampled and suppose the three groups A, B and C are of sizes n_A=50, n_B=50 and n_C=100. Group A is a ...
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1 vote
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### Can one compare Hazard Ratio and Average Hazard Ratio?

I would like to compare three predictors of survival by comparing three cox regression models. One model violates the PH assumption which brought me to weighted cox regression as implemented by ...
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### Least Squares Solution involving regularizer and weighted sum

I have come across the following cost function: $$\text{min}_a\ \ (a^Tx^{(1)} -1)^2 + \sum_{j=1}^M \alpha_j (a^Tx_j^{(2)} +1)^2 + \frac{\lambda}{2}||a||^2$$ This is a minimization over weight vector ...
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### How to address twang package warnings in mnps function [closed]

I am using twang package as I have an analysis where I want to compare 3 categories and want to compute propensity scores to include as weights in the regression ...
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### Least Squares Regression with Custom Weights

I have a dataset in which I have an underlying variable x and for each x I have some forecasts of x. I run a regression in which the forecasts of x are my dependent variable and some news about x is ...
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1 vote
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### Macro version of RMSE

I want to calculate the error of a prediction on an imbalanced dataset, i.e.: ...
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### Weighted cox regression: test for goodness of fit?

I want to do a weighted Cox regression analysis (coxphw command in R) since there is violation of proportional hazards assumption in standard Cox model shown by Schoenfeld residuals. What would be the ...
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### Iteratively Reweighted Least Squares - Weights Confusion

In performing Iteratively Reweighted Least Squares (IRLS) to derive $\hat{\beta}$ estimates for logistic regression, all the resource I've read online say to use weights inversely proportional to the ...
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1 vote
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### Weights from inverse probability treatment weighting in regression model in R?

I obtained the weights for the data from inverse probability weighting for exposure variable. Can I use these weights in rms::lrm model or ...
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### Weighted least-squares when weights are not known

I have two questions while I am doing a weighted non-linear least-squares fit. I vaguely remember from some class that the weights should be 1/abs(residuals), or 1/(residuals^2). I am not sure what I ...
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