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weighted least squares transformation Let's investigate how transformations of weights affect the estimated coefcients in weighted least squares. Let w be the vector of estimates

weighted least squares transformation

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Let's investigate how transformations of weights affect the estimated coefcients in weighted least squares. Let w be the vector of estimates weights from weighted least squares with weights W. a) Derive 351?!) from weighted least squares with weights dW where d is some nonzero constant. Show the relationship between Elf) and 3w. b) Derive 31(5) from weighted least squares with weights W + c where c is some nonzero constant. Show that 355) 7 13w

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