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Re: OT: finding the weights used in weighted least squares regression
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From: |
Kamaraju S Kusumanchi |
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Subject: |
Re: OT: finding the weights used in weighted least squares regression |
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Date: |
Wed, 27 Apr 2011 16:10:40 -0400 |
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User-agent: |
KNode/4.4.7 |
Ben Abbott wrote:
> err = @(u) norm (x - (diag (u) * A) \ (diag (u) * b));
> W = sqp (ones (n, 1), err)
>
> The result looks unstable to me.
>
Yeah! The actual W and the W obtained via sqp seem to be very different. I
guess it is time to move on
In any case, thanks for the help. I did learn some new functionalities in
Octave.
--
Kamaraju S Kusumanchi
http://malayamaarutham.blogspot.com/
Re: OT: finding the weights used in weighted least squares regression, Mike Miller, 2011/04/28