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Old 03-17-2007, 02:19 PM  
Rhesus
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Join Date: Aug 2004
Posts: 2,009
Weighted least squares linear regression in excel?

I want to draw a best fitting straight line through a cloud of data points by least squares linear regression, but I want to weigh the error between the straight line and actual data points for more distant points exponentially less heavily than for the most recent point.

As far as I know, excel doesn't have this function built-in, does anyone have any creative ideas on how to overcome this manco?

Thanks a lot!
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