Least squares regression in which a nonnegative constant is associated with each value of the dependent variable.
Notes: - The nonnegative constants are called weights.
- If the only source of dispersion in the dependent variable is normally distributed, the weights are the inverse of the variance of each value.
- 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 (https://doi.org/10.1515/pac-2015-0605)