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  • 1.  Weighted Least Squares Hierarchical Regression

    Posted Mon October 17, 2022 10:27 AM
    Hi everyone, I hope you can help me with this: is it possible to do a weighted least squares (WLS) hierarchical regression? If so, how does this work?

    Help is really appreciated! Thank you, Paul

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    Paul Schreuder
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    #SPSSStatistics


  • 2.  RE: Weighted Least Squares Hierarchical Regression

    Posted Mon October 17, 2022 10:35 AM
    In the ordinary regression procedure, you can specify a weight for weighted least squares.  There is also a WLS procedure that can do this.  These assume that weighting is for correction of heteroscedasticity issues.

    From the help...
    WLS. Allows you to obtain a weighted least-squares model. Data points are weighted by the reciprocal of their variances. This means that observations with large variances have less impact on the analysis than observations associated with small variances. If the value of the weighting variable is zero, negative, or missing, the case is excluded from the analysis.

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    Original Message