Timeline for Variance of a weighted linear regression
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Sep 8 at 20:58 | history | edited | Stefan Kohl♦ | CC BY-SA 4.0 |
appended answer 478345 as supplemental
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| Sep 8 at 3:32 | review | Close votes | |||
| Sep 23 at 3:04 | |||||
| Sep 6 at 14:15 | comment | added | Michael Hardy | Often one uses weights proportional to the reciprocals of the variances, since that minimizes the variance of the least-squares estimators of $a$ and $b.$ But you are assuming the variances are all the same. Is there are reason for using some other weights? | |
| Sep 6 at 14:13 | history | edited | Michael Hardy | CC BY-SA 4.0 |
added 31 characters in body
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| Sep 5 at 13:40 | history | edited | loqueelviento | CC BY-SA 4.0 |
precisions
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| Sep 5 at 12:57 | answer | added | Iosif Pinelis | timeline score: 1 | |
| Sep 5 at 3:29 | history | asked | loqueelviento | CC BY-SA 4.0 |