In: Statistics and Probability
What is the equation for the weighted least square solution for a non-linear problem? Which two conditions are satisfied when using the method of least squares?
Condition or assumptions
1.the conditional distribution of a given error mean is zero.
2.x,y for all n are identically independent distributed
3.large outlier are unlikely(remove them)
4.not allowed multicolinearity (we want independent variable are not dependent to each other)
I give image of weighted equation and also I give a like you can show here full example ..
https://www.stat.cmu.edu/~cshalizi/350/lectures/18/lecture-18.pdf