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Published 20 hours ago • verified publisher icon luphord

Weighted Regression

Open mtomic123 opened this issue 2 years ago • 1 comments

Great package!

Just a question - do you correct for the fact that front end of the curve usually has much more data than the far end of the curve? Something like Weighted Least Squares?

mtomic123 avatar Mar 17 '22 11:03 mtomic123

No, there is no correction happening here, all data points have equal weight in the regression.

luphord avatar Mar 29 '22 20:03 luphord