weighted least squares regression

initialism: WLSR
https://doi.org/10.1351/goldbook.10159
Least squares regression in which a nonnegative constant is associated with each value of the dependent variable.
Notes:
  1. The nonnegative constants are called weights.
  2. If the only source of dispersion in the dependent variable is normally distributed, the weights are the inverse of the variance of each value.
  3. It is assumed the weights are known exactly.
Source:
PAC, 2016, 88, 407. (Vocabulary of concepts and terms in chemometrics (IUPAC Recommendations 2016)) on page 436 [Terms] [Paper]
Citation: 'weighted least squares regression' in IUPAC Compendium of Chemical Terminology, 5th ed. International Union of Pure and Applied Chemistry; 2025. Online version 5.0.0, 2025. https://doi.org/10.1351/goldbook.10159 RIS BibTex EndNote
Div. VTextXMLJSON