Setting weights for robustfit command.
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I'd like to do a weighted least squares regression using the "robustfit" command, but I want to create my own variable of weights and not use one of the set weighting functions. Is this possible?
Thanks in advance, Janis
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Tom Lane
le 11 Jan 2013
If you want to specify the weights yourself, I recommend using glmfit or LinearModel instead of robustfit.
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