Weighted Least Squares, Need Help!!
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A question asks to determine write a function to solve the weighted least squares problem, without using advanced functions (limited to mldivide, for loops,etc). I know a weighted least squares problem can be solved by the basic least squares method after multiplying both Yi and the ith row of X by wi, but I'm not sure how to write any of the code in this case.
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Tom Lane
2012-10-27
0 个投票
Well, y.*w multiplies each element of y by the corresponding element of w. To do this with a matrix x having multiple columns, try "help repmat" or "help bsxfun". Also consider whether you need to use sqrt(w) or w -- it depends on how you define your weights.
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