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I am looking for some references on weighted regression when we have only dummy variables for predictors. I would appreciate it. Thanks.

user20780
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  • Is this frequency weighting or some other kind of weighting? – AdamO Apr 12 '13 at 17:40
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    The fact that you only have dummy variables for predictors does not make any difference. So this question reduces to references on weighted regression which would turn this into "big list" question - there are so many, where to start? And as @Adamo asks, we need to know if the weighting is because you are weighting to population, frequency weighting because you have multiple observations of some points, or weighting for some other reason eg to account for variable variance. – Peter Ellis Apr 13 '13 at 01:59
  • It works exactly like weighted regression without dummy variables. Why do you need a specific reference for that when the dummy variables part doesn't change how it works? – Glen_b Apr 13 '13 at 01:59
  • Related: [weighted-regression-for-categorical-variables](http://stats.stackexchange.com/questions/16702), [formula-for-weighted-simple-linear-regression](http://stats.stackexchange.com/questions/12673), [regression-modelling-with-unequal-variance](http://stats.stackexchange.com/questions/34325), etc. A highly-upvoted answer to the latter provides guidance and references. – whuber Apr 13 '13 at 13:58
  • To @PeterEllis et al. and all, it is for the last reason, unequal variance. thanks. – user20780 Apr 18 '13 at 19:56

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