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Correlation Coefficient for Weighted Regression

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Subject: Correlation Coefficient for Weighted Regression
From: "King, Calvin Civ AFTAC/THD" <Calvin.King@patrick.af.mil>
Date: Mon, 22 Jan 2007 13:28:46 -0500
Thread-index: Acc+UyaUEMlg7XTLSSairLkoJcWDeg==
Thread-topic: Correlation Coefficient for Weighted Regression

Hello Statistics Experts,

I have a rather basic question on correlation coefficient for weighted regression. For linear regression, R^2 = SSR/SST. Can this equation be extended to weighted regression? In other words, is R^2 = SSRw/SSTw. Any insight and/or a pointer to references would be much appreciated.

Thanks, in advance.

Calvin King
Calvin.King@patrick.af.mil

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