Talk:Weighted least squares
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This article was nominated for deletion on 09-02-2008. The result of the discussion was Redirect to Least_squares#weighted_least_squares.. |
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[edit] Mistakes
There is something wrong with last line of formula, it should be W in the middle instead of W^2.
KL
Hi. I do not see the mistake. Please edit as needed.
ManelMR 15:33, 26 September 2007 (UTC)
In the Linear Algebra Derivation, the pre multiplication of the parameter vector, Beta, by the traspose of the design matrix,X, is dimensionally incorrect. The system of equations shown is given by themultiplication of beta by X. For the rest of the derivation the places of X and transpose(X) should be swapped.
LivioM (talk) 02:16, 8 February 2008 (UTC)
[edit] Sources
There is no scientific source cited in here. Though I do have hope that all of what's written in here is correct, I would still prefer to cite some source with a better acknowledged reliability. I think the following book could be suitable for that:
- Norman R. Draper, Harry Smith, "Applied Regression Analysis", Chapter 9.2 "Generalized Least Squares and Weighted Least Squares", 3rd Edition, Wiley, 1998, ISBN-10: 0-471-17082-8.
I'll have a look at it in the library later and check the contents of the article with those of the book. If they match, I can cite that book here.
There are many references; the one you cite is known enough. My only concern is that sometimes they use row vectors in the notation. This could lead to a misinterpretation, because the transpose operators change depending on the row or column convention.
ManelMR 15:33, 26 September 2007 (UTC)
[edit] Dummy header to create an index
[edit] A major proposal
Please see talk:least squares#A major proposal for details, which include a proposal to merge this article into a revised version of linear least squares. Petergans (talk) 17:45, 22 January 2008 (UTC)
