# kaal:claim:2389423-021

**Claim.** Weighted least squares regression depends on estimated weights, and contrary to the theory behind the method the exact weights are almost never determinable in real applications such as this study.

**Type.** failure  **Support.** argued

**Holds when.**

- real world applications of weighted least squares regression

**Source quote.**

> A downside of weighted LSLR methodology is its dependence on estimated weights. Contrary to the theory behind weighted LSLR methodology, in real applications, such as the application in this study, the exact weights are almost never exactly determinable.

**From.** Wulf A. Kaal, *The Impact of Dodd-Frank Act Compliance Cost on the Hedge Fund Industry* (2014), Methodology, page 11

**Cite as.** Wulf A. Kaal, The Impact of Dodd-Frank Act Compliance Cost on the Hedge Fund Industry (2014). SSRN: https://ssrn.com/abstract=2389423

**Verify.** sha256 of source PDF `6b95323abbaffd00a012589531859f2938ab8b372d0243171059ff82e55a0838` at https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20-%202014%20-%20The%20Impact%20of%20Dodd-Frank%20Act%20Compliance%20Cost%20on%20the%20Hedge%20Fund%20Industry.pdf

**Failure mode.** indeterminacy of weights in weighted least squares  (family: research-design-limitation)

**Topics.** research-methods

**Keywords.** weighted-regression, estimated-weights, methodology, limitations

**Canonical form.** This markdown file is the canonical hashed representation of the claim. Its sha256 is the content hash used for attestation.