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Results tagged with weighted-regression
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user 11060
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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In WLS regression, what is the appropriate symbol for the common variance of the disturbances?
In the context of estimating a regression model by weighted least squares, what is the appropriate or most commonly used symbol for the common homoscedastic variance (assuming the weightings are corre …
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Standard errors in weighted least squares on aggregated data
The value of the ratio can be obtained as follows, noting that the discrete sampling in lines 3 and 4 of the code implies 3 options for $X1$, 3 for $X2$, and 7 for $Y$ conditional on each combination …
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Weighted regression
If you are going to use weighted least squares (WLS) to address heteroscedasticity, you need weightings that reflect the overall pattern of variation in the conditional variance of the dependent varia …
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