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OT: finding the weights used in weighted least squares regression
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From: |
Kamaraju S Kusumanchi |
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Subject: |
OT: finding the weights used in weighted least squares regression |
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Date: |
Tue, 26 Apr 2011 08:30:47 -0400 |
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User-agent: |
KNode/4.4.7 |
The weighted least squares regression is done by solving
W A x = W b
for x, where W is nxn, A is nxm, x is mx1, b is nx1. W is a diagonal matrix.
My question is that, in the above set up, if we are given A, x, b is it
possible to solve for the W?
thanks
--
Kamaraju S Kusumanchi
http://malayamaarutham.blogspot.com/
- OT: finding the weights used in weighted least squares regression,
Kamaraju S Kusumanchi <=
- Re: OT: finding the weights used in weighted least squares regression, Ben Abbott, 2011/04/26
- Re: OT: finding the weights used in weighted least squares regression, Kamaraju S Kusumanchi, 2011/04/27
- Re: OT: finding the weights used in weighted least squares regression, Ben Abbott, 2011/04/27
- Re: OT: finding the weights used in weighted least squares regression, Kamaraju S Kusumanchi, 2011/04/27
- Re: OT: finding the weights used in weighted least squares regression, Ben Abbott, 2011/04/27
- Re: OT: finding the weights used in weighted least squares regression, Kamaraju S Kusumanchi, 2011/04/27
Re: OT: finding the weights used in weighted least squares regression, Mike Miller, 2011/04/28