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

**From**: |
Ben Abbott |

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

**Date**: |
Tue, 26 Apr 2011 09:00:36 -0400 |

On Apr 26, 2011, at 8:30 AM, Kamaraju S Kusumanchi wrote:
>* 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*
If I understand what you'd like to do, I think the solution is ...
W = (A*(A\b)-b) ./ (A*x-b)
Ben

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