wls

swordfish.function.wls()

Return the result of an weighted-least-squares regression of Y on X.

Parameters:

• Y (Constant) – A dependent variable.

• X (Constant) –

  An independent variable.

  Y is a vector. X can be a matrix, table or tuple. When X is a matrix, if the number of rows is equal to the length of Y, each column of X is a factor. If the number of rows is not equal to the length of Y, but the number of columns is equal to the length of Y, each row of X is a factor.

• W (Constant) – A vector indicating the weight in which each element is a non-negative.

• intercept (Constant, optional) – A Boolean variable that indicates whether to include the intercept in regression, by default DFLT.

• mode (Constant, optional) –

  An integer, by default DFLT. It can be:

  • 0: a vector of the coefficient estimates

  • 1: a table with coefficient estimates, standard error, t-statistics, and p-value

  • 2: a dictionary with all statistics