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st: RE: further information on wls0


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: further information on wls0
Date   Mon, 7 Jun 2004 17:28:50 +0100

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. 

Nick 
[email protected] 

Andrea Molinari

> 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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