Nonlinear regression: Difference between revisions

Revision as of 05:31, 15 January 2018

Revision as of 01:37, 13 July 2018

Line 37:

==Ordinary and weighted least squares==

The best-fit curve is often assumed to be that which minimizes the sum of squared [[errors and residuals in statistics|residuals]]. This is the (ordinary) [[ordinary least squares]] (OLS) approach. However, in cases where the dependent variable does not have constant variance, a sum of weighted squared residuals may be minimized; see [[weighted least squares]]. Each weight should ideally be equal to the reciprocal of the variance of the observation, but weights may be recomputed on each iteration, in an iteratively weighted least squares algorithm.

==Linearization==