Yao has scored 60 points and grabbed 30 rebounds combined in his two appearances in the Bay Area.
"I didn't do anything," Yao said. "I just did what I'm supposed to do. In the third quarter our patience wasn't good enough. If we don't play with patience we're not leaving here with a victory.''
Luther Head added 26 points, two off his career high, and eight rebounds for the Rockets. Even with the victory, the Rockets were still eliminated from playoff contention when the Sacramento Kings beat the Los Angeles Clippers.
Head, Juwan Howard and Yao combined for all 25 points in the first quarter to give the Rockets a 25-19 lead.
J.R. Richardson scored 29 points for the Warriors, who lost their seventh straight.
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