part of linear regression for analysis of continuous dependent variable model parameter estimation iteratively reweighted least squares estimation Alejandra Gonzalez-Beltran Camille Maumet Orlaith Burke Philippe Rocca-Serra Tom Nichols Tom Nichols the iteratively reweighted least squares estimation is a model parameter estimation which is a practical implementation of Weighted Least Squares, where the heterogeneous variances of the errors are estimated from the residuals of the regression model, providing an estimate for the weights. Each successive estimate of the weights improves the estimation of the regression parameters, which in turn are used to compute residuals and update the weights metadata complete