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weighted regression in matlab

On Programmer » Matlab

717 words with 1 Comments; publish: Wed, 30 Apr 2008 15:21:00 GMT; (20062.99, « »)

i want to perform weighted regression in matlab with certain examples

getting 5 times higher weight than others can anyone tell me how to do

this.

thanks

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  • 1 Comments
    • akshay bhat wrote:

      > i want to perform weighted regression in matlab with certain examples

      > getting 5 times higher weight than others can anyone tell me how to do

      > this.

      LSCOV Least squares with known covariance.

      [snip]

      X = LSCOV(A,B,W), where W is a vector length M of real positive weights,

      returns the weighted least squares solution to the linear system A*X =

      B, i.e., X minimizes (B - A*X)'*diag(W)*(B - A*X). W typically

      contains either counts or inverse variances.

      #1; Wed, 30 Apr 2008 15:23:00 GMT