Weighted Least Squares Realized Covariation Estimation

Weighted Least Squares Estimation with Missing Data

Power System State Estimation Using Weighted Least Squares (WLS) and Regularized Weighted Least Squares(RWLS) Method

In this paper, a new formulation for power system state estimation is proposed. The formulation is based on regularized least squares method which uses the principle of Thikonov’s regularization to overcome the limitations of conventional state estimation methods. In this approach, the mathematical unfeasibility which results from the lack of measurements in case of ill-posed problems is elimin...

Modified Weighted Least Squares Method to Improve Active Distribution System State Estimation

The development of communications and telecommunications infrastructure, followed by the extension of a new generation of smart distribution grids, has brought real-time control of distribution systems to electrical industry professionals’ attention. Also, the increasing use of distributed generation (DG) resources and the need for participation in the system voltage control, which is possible ...

Resurrecting Weighted Least Squares

This paper shows how asymptotically valid inference in regression models based on the weighted least squares (WLS) estimator can be obtained even when the model for reweighting the data is misspecified. Like the ordinary least squares estimator, the WLS estimator can be accompanied by heterokedasticty-consistent (HC) standard errors without knowledge of the functional form of conditional hetero...

Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence

This paper compares ordinary least squares (OLS), weighted least squares (WLS), and adaptive least squares (ALS) by means of a Monte Carlo study and an application to two empirical data sets. Overall, ALS emerges as the winner: It achieves most or even all of the efficiency gains of WLS over OLS when WLS outperforms OLS, but it only has very limited downside risk compared to OLS when OLS outper...