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Re: st: vwls


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: vwls
Date   Fri, 21 Sep 2007 10:06:17 -0400

Ali Khashan <Ali.Khashan@postgrad.manchester.ac.uk>:

[R] vwls gives
Grizzle J E, Starmer C F & Koch G G. 1969. "Analysis of categorical
data by linear models." Biometrics 25:489-504.
as the reference.

I believe this model is a special case of meta-analytic regression (FE
metareg) and also a special case of GMM (with a potentially suboptimal
weighting matrix).  I would recommend you read the GMM exposition in
BSS2007:
http://econpapers.repec.org/paper/bocbocoec/667.htm
and use -ivreg2- instead.

On 9/20/07, Ali Khashan <Ali.Khashan@postgrad.manchester.ac.uk> wrote:
> Dear all,
>
> I have used variance weighted least squares (vwls) instead of ordinary least
> squares regression in my study. I need a reference for this method but I can't
> find any papers which clearly mention it.
>
> Are there any papers/books which clearly recommend the use of vwls in some
> cases?
>
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