2 WLS weighted least squares)Method (加权最小二乘法) If we give a weight to the residual squared then the weighted sum of residual squared is ∑We2=∑W-(h+hX+…+bX) Applying the Ols procedure to it, we obtain the Wls estimator For example the variances of the error terms let, given2) WLS (weighted least squares) Method (加权最小二乘法） If we give a weight to the residual squared then the weighted sum of residual squared is Applying the OLS procedure to it, we obtain the WLS estimator. For example, given the variances of the error terms, let 2 i e 2 2 0 1 1 [ ( )]   W e W Y b b X b X i i i i i k ki = − + + + 2 1 i i W  =