Setting weights for robustfit command.

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Janis
Janis 2013-1-10
I'd like to do a weighted least squares regression using the "robustfit" command, but I want to create my own variable of weights and not use one of the set weighting functions. Is this possible?
Thanks in advance, Janis

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Tom Lane
Tom Lane 2013-1-11
If you want to specify the weights yourself, I recommend using glmfit or LinearModel instead of robustfit.

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