• Entry
  • Reader's guide
  • Entries A-Z
  • Subject index

Weighted Least Squares

Weighted least squares (WLS) is an extension of ordinary least squares (ols) regression that weights each observation according to some criterion, such as differences in the accuracy of estimates or error variances. In regular OLS, slope estimates are found by minimizing ...

    • Loading...
    locked icon

    Sign in to access this content

    Get a 30 day FREE TRIAL

    • Watch videos from a variety of sources bringing classroom topics to life
    • Read modern, diverse business cases
    • Explore hundreds of books and reference titles