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st: AW: Weighted Least Squares - wls0

From   "Martin Weiss" <>
To   <>
Subject   st: AW: Weighted Least Squares - wls0
Date   Fri, 20 Feb 2009 13:48:06 +0100


Phil, although I do have a hard time telling why Stata uses less variables
for certain wls types here, you should not say that they have been dropped.
That would be cause for concern indeed. Instead, Stata simply restricts the
estimation sample, just as it would if you passed it the -if- qualifier. It
does that for "abse" and "e2" in my example...

use, clear
foreach type in abse absen e2 loge2 xb2{
wls0 exp age ownrent income incomesq, wvar(income incomesq) type(`type')


-----Ursprüngliche Nachricht-----
[] Im Auftrag von
Gesendet: Freitag, 20. Februar 2009 12:30
Betreff: st: Weighted Least Squares - wls0

Dear Statlist,

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,

Best regards


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