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diff --git a/weightedLeastSquares.R b/weightedLeastSquares.R
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+# Purpose: to show weighted least squares
+# http://stat.cmu.edu/~cshalizi/350/lectures/18/lecture-18.pdf
+n = 100
+x = rnorm(n,0,3)
+y = 3-2*x + rnorm(n,0,sapply(x,function(x){1+0.5*x^2}))
+plot(x,y)
+abline(a=3,b=-2,col='red')
+fit.ols = lm(y~x)
+abline(fit.ols$coefficients,lty=1, col='grey')
+fit.wls = lm(y~x, weights=1/(1+0.5*x^2))
+abline(fit.wls$coefficients,lty=1, col='black')
+summary(fit.ols)
+summary(fit.wls)
+\ No newline at end of file