From 6eb711beb4a789d262fcd791b6a0bb1f19064fc1 Mon Sep 17 00:00:00 2001
From: Hui Lan <lanhui@zjnu.edu.cn>
Date: Thu, 11 Apr 2019 09:26:58 +0800
Subject: Initial commit Lecture Notes on Artifical Intelligence

---
 weightedLeastSquares.R | 13 +++++++++++++
 1 file changed, 13 insertions(+)
 create mode 100644 weightedLeastSquares.R

(limited to 'weightedLeastSquares.R')

diff --git a/weightedLeastSquares.R b/weightedLeastSquares.R
new file mode 100644
index 0000000..3cad7a8
--- /dev/null
+++ b/weightedLeastSquares.R
@@ -0,0 +1,13 @@
+# 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
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