Weight Estimation
Weight Estimation is appropriate when the spread of residuals from linear regression is not constant, and dependent upon another variable. For example, you would expect the cost of constructing a building to depend upon its square footage. Additionally, you would expect the cost of construction to vary more greatly for larger buildings. After all, while running $50,000 over the budget is not unusual for an office building, it is quite significant for a typical personal residence.
To know more, go to Standard Edition>Regression>Weight Estimation