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Re: st: RE: Weighted Least Squares - wls0


From   "Philipp Meinen" <Phil1899@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Weighted Least Squares - wls0
Date   Fri, 20 Feb 2009 12:56:28 +0100

Hi,
it is identifiable via -findit-. I made a mistake in the earlier mail, it is wls0, where the "0" is a zero.
Best
Phil

-------- Original-Nachricht --------
> Datum: Fri, 20 Feb 2009 11:50:05 -0000
> Von: "Nick Cox" <n.j.cox@durham.ac.uk>
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: RE: Weighted Least Squares - wls0

> This refers to a -wsl0- command which is not part of official Stata and
> not identifiable via -findit-. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Phil1899@gmx.de
> 
> I have a problem with weighted least squares where I cannot find a
> solution to. I use the wsl0 command to obtain the results; however,
> there are two things I am confused about:
> 
> First, for some reason STATA drops observations when I use certain
> weight types. STATA does not give any documentation about this; however,
> the number of observations is significantly lower according to the
> output table. Does anybody has an idea why STATA does that?
> 
> Second, when I use squared fitted values (xb2) as weighting type, I get
> the same fitted value vs. residual plot independent of the variable(s) I
> weight proportionally to. Is this normal?
> 
> I would appreciate any help,
> 
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