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I am trying to find out the Line of best fit for a number of data points (x,y). I am using the method of least squares as described here http://faculty.cs.niu.edu/~hutchins/csci230/best-fit.htm

However I need to adjust the algorithm so that I can add a weight to each data point and the line will be more inclined to the points which are more important than others in the data set.

Please note that I only know very basic statistics so keep in mind that you are explaining to a someone with basic knowledge when answering.

Tetsujin no Oni
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mwolce
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  • My downvote -- this looks like homework and we don't do your homework for you. – SASS_Shooter Jul 05 '12 at 20:45
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    This is actually part of my thesis... and I am asking for a little bit of help here – mwolce Jul 05 '12 at 20:49
  • In the method you linked, can't you just add prioritized points many times? So if your curve is `1,1 2,1 3,5 4,3 5,9`, and you want to triple the weight of `3,5`, you'd add it 2 more times to your curve: `1,1 2,1 3,5 4,3 5,9 3,5 3,5`, and then process it with your algorithm as you normally would – alm Aug 17 '12 at 08:57

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