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st: module for -reg3- with pweights

From   Daniel Müller <>
To   "Statalist" <>
Subject   st: module for -reg3- with pweights
Date   Tue, 10 Sep 2002 18:39:52 +0200

The reason why -reg3- doesn't provide sampling weights (pweights) are
apparently difficulties in computing cross-equation correlations. LIMDEP -to
my knowledge- provides the possibility of weighting in 3SLS.

Now my question:
- Is anybody out there who wrote an ado to include the pweights-option
in -reg3- and would kindly share that?

- Is there another way to include the sampling weights in estimating 3SLS?

Best wishes,

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