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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; (20031.25, « »)

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

*http://matlab.todaysummary.com/q_matlab_64022.html*

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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

- akshay bhat wrote: