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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- http://dx.doi.org/10.1002/j.2333-8504.1978.tb01148.x