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Re: st: glm with aweight

From   "David W. Harless" <>
Subject   Re: st: glm with aweight
Date   Mon, 07 May 2007 09:09:41 -0400

Sergio Goldbaum wrote:
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 =3D x4]

and Stata gave me the expected coefficients and std deviation (the ones sho=
wn 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 exac=
tly "aweight" transforms variables?
To do the WLS estimation by hand, you must transform the constant too, include the transformed constant explicitly, and use the -noconstant- option. See the FAQ at

I hope this helps,
Dave Harless

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