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Timeline for Weighted regression

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Aug 18, 2014 at 23:52 comment added Chinook @gung Not exactly. Mark-recapture produces the estimate of animal abundance (y.hat). It also produces the standard error of y.hat. Then there is a second variable x. I want to use x to predict y.hat. Should I use the inverse of the standard error squared as a weight when I regress y.hat on x?
Aug 18, 2014 at 20:55 comment added gung - Reinstate Monica (@Chinook, you have to precede a username w/ the @ symbol for me to be notified of your comment.) So the mark-recapture method is the 'gold standard' here & the original numbers constituted the original y values. Then you regressed those onto something else & got predicted abundances, y.hat, as a refined measure of abundance, is that right? What was the predictor variable in the 1st model?
Aug 18, 2014 at 18:09 comment added Chinook gung: y.hat is an estimate of animal abundance that comes from mark-recapture techniques (common, well-vetted estimator in my field). I want to estimate animal abundance using another variable, x. x is the observed count at a particular site within the population. The goal is to estimate the total animal abundance when mark-recapture estimates did not exist but x did. I know the standard error of each y.hat. The question is whether or not I should use 1/se^2 as a weight when I fit the model. Is this a good idea under the conditions I outlined originally?
Aug 18, 2014 at 17:42 comment added gung - Reinstate Monica Can you tell us more about your situation, your data, your models, & your goals here? I gather you have an initial model that yields y.hat, & that you want to use those predicted values as the predictor in a subsequent model. Is the idea here that animal abundance is a mediator of the relationship between some variables? What is the response in the 2nd model?
Aug 18, 2014 at 17:13 answer added Adam Bailey timeline score: 2
Aug 16, 2014 at 12:52 comment added Glen_b Normally one would use the inverse of a variance as a weight.
Aug 15, 2014 at 20:34 history edited gung - Reinstate Monica CC BY-SA 3.0
added tags; formatted; light editing; removed irrelevant comments
Aug 15, 2014 at 20:25 review First posts
Aug 15, 2014 at 20:34
Aug 15, 2014 at 20:24 history asked Chinook CC BY-SA 3.0