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A Representation for the Regression Coefficients in Weighted Least Squares

Author(s):
Rubin, Donald B.
Publication Year:
1978
Report Number:
RB-78-01
Source:
ETS Research Bulletin
Document Type:
Report
Page Count:
16
Subject/Key Words:
Mathematical Formulas, Statistical Analysis

Abstract

A representation is given for the regression coefficients in weighted least squares fits. The result has application in proving the convergence of certain reweighted least squares algorithms designed to give robust fits, and in characterizing the region of regression coefficients that can be obtained by weighted least squares given fixed data. (16pp.)

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