Weighted least squares: Difference between revisions
Jump to navigation
Jump to search
imported>Igor Grešovnik mNo edit summary |
imported>Igor Grešovnik (Added See also) |
||
| Line 1: | Line 1: | ||
'''Weighted least squares''' is a method of linear regression similar to the ordinary [[least squares]] method, except that points are weighted, which causes that some points have greater effect on the approximation than the others. The weighted least squares method is particularly important in function approximation and in estimation of model parameters from measured data. | '''Weighted least squares''' is a method of linear regression similar to the ordinary [[least squares]] method, except that points are weighted, which causes that some points have greater effect on the approximation than the others. The weighted least squares method is particularly important in function approximation and in estimation of model parameters from measured data. | ||
== See also == | |||
*[[Least squares]] | |||
*[[Moving least squares]] | |||
*[[Regression analysis]] | |||
*[[Function approximation]] | |||
Revision as of 22:20, 23 November 2007
Weighted least squares is a method of linear regression similar to the ordinary least squares method, except that points are weighted, which causes that some points have greater effect on the approximation than the others. The weighted least squares method is particularly important in function approximation and in estimation of model parameters from measured data.