Question

In: Statistics and Probability

What is the equation for the weighted least square solution for a non-linear problem? Which two...

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?

Solutions

Expert Solution

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


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