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Re: OT: finding the weights used in weighted least squares regression


From: Kamaraju S Kusumanchi
Subject: Re: OT: finding the weights used in weighted least squares regression
Date: Wed, 27 Apr 2011 16:10:40 -0400
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/



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