On Wed, Apr 13, 2011 at 09:01:43AM -0700, Bill Unruh wrote:
> Hm, whether one used normalised or unnormalised weights should not make a
> difference to the fit, or the variance in the slope. I looked at
> that code a few years ago, but have forgotten it by now. Will have
> to look again.
It doesn't. But in the weights calculation is included variance from
the previous regression, which can apparently create a positive
feedback when the weighted average of samples variance is used.
>From the code:
sd = sqrt(inst->variance)
sd_weight = 1.0 + SD_TO_DIST_RATIO * (peer_distances[i] - min_distance) / sd;
weights[i] = sd_weight * sd_weight;
--
Miroslav Lichvar
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