Publications in Scientific Journals:
B. Schaffrin, A. Wieser:
"On Weighted Total Least-Squares Adjustment for Linear Regression";
Journal of Geodesy,
The Weighted Total Least-Squares Solution (WTLSS) is presented for an Errors-in-Variables model with fairly general variance-covariance matrices. In particular, the observations can be heteroscedastic and correlated, but the variance-covariance matrix of the dependent variables needs to have a certain block structure. An algorithm for the computation of the WTLSS is presented and applied to a straight-line fit problem where the data have been observed with different precision, and to a multiple regression problem from recently published climate change research.
Total Least-Squares Solution (TLSS), weight matrix, heteroscedastic observations, straight-line fit, multiple linear regression
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
Created from the Publication Database of the Vienna University of Technology.