- Create a column of 1s, the same length as the predictor and response columns.
- Create a column for each predictor containing the new observations.
The number of predictors columns for new observations must match the number of predictor columns in your original data.
- Create a column of weights for the new observations.
- Using Calc > Calculator, calculate the square roots of the weights for the new observations and store in a column called SqrtWeight.
- Using Calc > Calculator, multiply each predictor column containing the new observations by the SqrtWeight column and store in a column.
**Performing weighted regression** - Choose Stat > Regression > Regression. In Response, enter the response column. In Predictors, enter the column of 1s as your first predictor. Then enter your original predictor columns.
- Click Options. In Weights, enter the column of weights for your original data. Then uncheck Fit intercept.
- In Prediction intervals for new observations, enter the SqrtWeight column you calculated in Step 4.
Then enter the predictor columns you created in Step 5, following the same order in which you entered the predictors in Step 6.
- Under Storage, check Prediction limits. Click OK in each dialog box.
**Transforming prediction limits** - Using Calc > Calculator, divide the columns of stored prediction limits by the column SqrtWeight (from step 3). This transformation provides the correct prediction limits. It is important to note that if you also displayed or stored the fits, standard error of the fits, or confidence limits during this procedure, you must also divide them by the square roots of the weights to obtain the correct results.

Commands for plotting the prediction bands we just formed:

Plot 'PLIM1'*'experience' 'PLIM2'*'experience' 'salary'*'experience'; Symbol; Type 0 0 6; Color 1; Size 1.0; Connect; Type 1 1 0; Color 1; Size 1; Overlay.Consider our (old) salary data from last time for weighted regression:

experience salary 7 26075 28 79370 23 65726 18 41983 19 62309 15 41154 24 53610 13 33697 2 22444 8 32562 20 43076 21 56000 18 58667 7 22210 2 20521 18 49727 11 33233 21 43628 4 16105 24 65644 20 63022 20 47780 15 38853 25 66537 25 67447 28 64785 26 61581 27 70678 20 51301 18 39346 1 24833 26 65929 20 41721 26 82641 28 99139 23 52624 17 50594 25 53272 26 65343 19 46216 16 54288 3 20844 12 32586 23 71235 20 36530 19 52745 27 67282 25 80931 12 32303 11 38371