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Setting stats to TRUE in the LINEST output of the first formula we get in the third and fifth rows: SSres = 59.76 Since there is not a column of ones present, we must set const = FALSE and use two columns in the regressor matrix. The regression is now Wy on WX'=(W1,WX) where W is the diagonal matrix consisting of the square root of the weights. Now consider a weighted least squares regression. If const = FALSE the regressor matrix is simply X so running the regression with a column of ones included gives the same estimates as running without a column of ones and setting const=TRUE. If const = TRUE the regressor matrix is the augmented matrix consisting of a column of ones followed by the regressor columns i.e.

With data in A2:C7, based on the standard weighted least squares formula, you can try: =LINEST(B2:B7*C2:C7^0.5,IF(,1,A2:A7)*C2:C7^0.5,0,1),3,1)Ĭonsider first a normal regression of y on X using LINEST.