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Weighted regression analysis and interval estimators

Informally Refereed
Download (PDF 340 KB): https://research.fs.usda.gov/download/treesearch/19459.pdf

Abstract

A method for deriving the weighted least squares estimators for the parameters of a multiple regression model. Confidence intervals for expected values, and prediction intervals for the means of future samples are given.

Citation

Seegrist, Donald W. 1974. Weighted regression analysis and interval estimators. Research Note NE-195. Upper Darby, PA: U.S. Department of Agriculture, Forest Service, Northeastern Forest Experiment Station. 5p.