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Results tagged with weighted-regression
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user 13138
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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How do you find weights for weighted least squares regression?
When performing WLS, you need to know the weights. There are some ways to find them as said on page 191 of Introduction to Linear Regression Analysis by Douglas C. Montgomery, Elizabeth A. Peck, G. Ge …
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