Choose the diagonal matrix . Multiplying a vector by scales its th component by . ThereforeThe Euclidean norm objective for ordinary linear least squares on is exactly the weighted least squares objective, so the sets of minimizing vectors coincide. Zero weights simply discard the corresponding residuals.
Apply the least-squares normal equations to the transformed matrix and vector:or equivalentlyHere . A unique minimizing vector exists when the weighted design matrix has full column rank; the equations themselves remain valid without that assumption.
Using the paper's named weights , takeThe least-squares normal equations for weighted least squares becomeMultiplying by four gives and . Their determinant is , givingThus, to two significant digits, , with the slope measured in expression units per hour.
There is a wording convention to make explicit. Because the stated objective squares , the choice above gives the final two squared residuals one-quarter of the influence of the others. If “half as much” instead means half the coefficient of each squared residual, use . Then the least-squares normal equations aregiving and . Stating which quantity is halved resolves the ambiguity.
Articles by others on the same topic
There are currently no matching articles.