Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: vwls


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: vwls
Date   Sun, 23 Sep 2007 23:38:27 +0200

I have a lot of empirical papers using weighted least squares to account for heteroskedasticity. But it sounds more like -regress- with analytic weights than -vwls- (the latter is useful only in particularly rare situations, I believe, in which you'd never think about OLS), and I am not sure about what you are referring to.
Nicola

At 02.33 21/09/2007 -0400, Ali Khashan 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?
>
>your help is highly appreciated
>
>Many Thanks
>Ali 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index