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Re: st: glm with aweight
Sergio Goldbaum wrote:
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,
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