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st: RE: further information on wls0
The Statalist FAQ advises:
Say what command(s) you are using. If they are not part of
official Stata, say where they come from: the STB/SJ, SSC,
or other archives
In this case, -findit wls0- finds a program by Phil Ender.
. type http://www.ats.ucla.edu/stat/stata/ado/analysis/wls0.ado
In addition to the help file for -wls0-, the .ado file is its
own best documentation. Fire up your favourite text
editor, and all is there for inspection.
> I am estimating a cross-section with WLS, and someone
> suggested me to use
> the command wls0. I know how to use it, but could not find
> any information
> on how Stata calculates it.
> I got quite different results when running the same equation (with and
> without the constant) by weighted OLS, and I was wondering
> whether anyone
> knows how to get more information on how wls0 it is calculated.
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