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st: glm with aweight


From   "Sergio Goldbaum" <Sergio.Goldbaum@fgv.br>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: glm with aweight
Date   Sat, 5 May 2007 18:21:25 -0300

Dear Statalisters:

This is probably a very simple question, so I apologize myself in advance.
Following Berndt "The Practice of Econometrics", chapter 7, exercise 3 (pg. 341), I have run:

glm y x1 x2 x3 [aweight = x4]

and Stata gave me the expected coefficients and std deviation (the ones shown in the textbook).

Then, I tried to use a "brute force" data transformation approach, that is, to transform the variables by myself and run an OLS

regress y x1 x2 x3

However, I could not get the same glm results. So, my question is: How exactly "aweight" transforms variables?

thanks,
Sergio Goldbaum

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