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A MATLABTM Code to Perform Weighted Linear Regression with (Correlated or Uncorrelated) Errors in Bivariate Data


Affiliations
1 Jackson School of Geosciences, University of Texas, Austin, TX - 78713, United States
2 Physical Research Laboratory, Ahmedabad - 380 009, India
     

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MATLABTM is a powerful, easy to use, software package suitable for many mathematical operations, which finds plenty of scientific applications. One such application is the fitting of trend lines for a given data set so as to interpret the relationship of the variance of the parameters involved. We provide here a code in MATLABTM that performs the weighted linear regression with (correlated or uncorrelated) errors in bivariate data which can handle 'force-fit' regression as well.

Keywords

Weighted Linear Regression, Correlated Errors, Force Fit, Trend Line, Bivariate Regression.
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  • A MATLABTM Code to Perform Weighted Linear Regression with (Correlated or Uncorrelated) Errors in Bivariate Data

Abstract Views: 212  |  PDF Views: 0

Authors

Kaustubh Thirumalai
Jackson School of Geosciences, University of Texas, Austin, TX - 78713, United States
Arvind Singh
Physical Research Laboratory, Ahmedabad - 380 009, India
R. Ramesh
Physical Research Laboratory, Ahmedabad - 380 009, India

Abstract


MATLABTM is a powerful, easy to use, software package suitable for many mathematical operations, which finds plenty of scientific applications. One such application is the fitting of trend lines for a given data set so as to interpret the relationship of the variance of the parameters involved. We provide here a code in MATLABTM that performs the weighted linear regression with (correlated or uncorrelated) errors in bivariate data which can handle 'force-fit' regression as well.

Keywords


Weighted Linear Regression, Correlated Errors, Force Fit, Trend Line, Bivariate Regression.