Thursday, October 31, 2019

Brief memo for the units in least squares



-. A-priori reference variable has no unit (unitless). It is typically 1.0 or can be a different value for scaling.
-. Weight is determined by a-prior reference variable and a-prior variance of each observation. Therefore, the unit of weight is the same as the square of the observation unit.
-. A-posterior reference variance has no unit.
-. The variances of estimated unknown parameters after adjustment are the same as the square of the unknown parameters unit.