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providing sample weights to glm.fit() and glm.fit.sparse() #252

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adder opened this issue Dec 18, 2018 · 0 comments
Open

providing sample weights to glm.fit() and glm.fit.sparse() #252

adder opened this issue Dec 18, 2018 · 0 comments

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@adder
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adder commented Dec 18, 2018

Hi

I checked the documentation and there doesn't seem to be a way to provide a vector of sample weights to glm.fit()/glm.fit.sparse() to do weighted regression.
More specifically, I want to perform robust regression by providing huber weights to glm.fit.sparse().

Am I something missing or is there another way I can perform weighted regression?

Thanks

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