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## OT: finding the weights used in weighted least squares regression

**From**: |
Kamaraju S Kusumanchi |

**Subject**: |
OT: finding the weights used in weighted least squares regression |

**Date**: |
Tue, 26 Apr 2011 08:30:47 -0400 |

**User-agent**: |
KNode/4.4.7 |

The weighted least squares regression is done by solving
W A x = W b
for x, where W is nxn, A is nxm, x is mx1, b is nx1. W is a diagonal matrix.
My question is that, in the above set up, if we are given A, x, b is it
possible to solve for the W?
thanks
--
Kamaraju S Kusumanchi
http://malayamaarutham.blogspot.com/

**OT: finding the weights used in weighted least squares regression**,
*Kamaraju S Kusumanchi* **<=**
**Re: OT: finding the weights used in weighted least squares regression**, *Ben Abbott*, `2011/04/26`
**Re: OT: finding the weights used in weighted least squares regression**, *Kamaraju S Kusumanchi*, `2011/04/27`
**Re: OT: finding the weights used in weighted least squares regression**, *James Sherman Jr.*, `2011/04/27`
**Re: OT: finding the weights used in weighted least squares regression**, *Kamaraju S Kusumanchi*, `2011/04/27`
**Re: OT: finding the weights used in weighted least squares regression**, *Ben Abbott*, `2011/04/27`
**Re: OT: finding the weights used in weighted least squares regression**, *Kamaraju S Kusumanchi*, `2011/04/27`
**Re: OT: finding the weights used in weighted least squares regression**, *Ben Abbott*, `2011/04/27`
**Re: OT: finding the weights used in weighted least squares regression**, *Kamaraju S Kusumanchi*, `2011/04/27`

**Re: OT: finding the weights used in weighted least squares regression**, *Mike Miller*, `2011/04/28`