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rev001
2003 Dec 19
2
weighted regression
...le (x), can the use of weights give an appropriate answer to the regression parameters
and the std errors?
Assume that y at x=1 and 6 has a standard deviation of 0.1 and at x=11 it is 0.4
Then according to a web page on weighted regression for a calibration curve at
http://member.nifty.ne.jp/mniwa/rev006.htm, I should use 1/(std^2) for each weight.
i.e. for x=1 and 6, w = 100 and x=11, w = 6.25
In R the run is:
>y<-c(1,6,11)
>x<-c(6.7,6.7,6.6)
>w<-c(100,100,6.25)
>reg <-lm(x~y, weight=w)
> summary(reg)
Call:
lm(formula = x ~ y, weights = w)
Residuals:
1...