SAGE Reference - International Encyclopedia of Political Science

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Weighted Least Squares

By: Lucas Leemann & Jeff Gill
In: International Encyclopedia of Political Science
Edited by: Bertrand Badie, Dirk Berg-Schlosser & Leonardo Morlino
Subject:Political Science (general), General Politics & International Relations

Weighted least squares (WLS) is a standard compensation technique for nonconstant error variance (heteroscedasticity), which is common in political science data. By assigning individual weights to the observations the heteroscedasticity can be removed by design. The square ...

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  Leemann, L., & Gill, J. (2011). Weighted least squares. In B. BadieD. Berg-Schlosser, & L. Morlino (Eds.), International encyclopedia of political science (Vol. 1, pp. 2740-2742). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412959636.n641
  
  Leemann, Lucas, and Jeff Gill. "Weighted Least Squares." In International Encyclopedia of Political Science, edited by Badie, Bertrand, Dirk Berg-Schlosser, and Leonardo Morlino, 2740-42. Thousand Oaks, CA: SAGE Publications, Inc., 2011. https://dx.doi.org/10.4135/9781412959636.n641.
  
  Leemann, L. and Gill, J. 2011. Weighted Least Squares. In: Bertrand Badie, Dirk Berg-Schlosser and Leonardo Morlino Editors, 2011. International Encyclopedia of Political Science, Thousand Oaks, CA: SAGE Publications, Inc. pp. 2740-2742 Available at: <https://dx.doi.org/10.4135/9781412959636.n641> [Accessed 20 Aug 2022].
  
  Leemann, Lucas and Jeff Gill. "Weighted Least Squares." International Encyclopedia of Political Science. Edited by Bertrand BadieDirk Berg-Schlosser and Leonardo Morlino. Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2011, pp. 2740-42. SAGE Knowledge. 20 Aug 2022, doi: https://dx.doi.org/10.4135/9781412959636.n641.
  
  Leemann, Lucas, and Jeff Gill (2011). Weighted least squares In: Badie, Bertrand, Dirk Berg-Schlosser, and Leonardo Morlino (Eds.),Weighted least squares International encyclopedia of political science Vol. 1. Thousand Oaks, CA: SAGE Publications, Inc.; 2011:2740-2742. doi:10.4135/9781412959636.n641
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