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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

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 http://www.ats.ucla.edu/stat/stata/ado/analysis/hetdata, clear foreach type in abse absen e2 loge2 xb2{ wls0 exp age ownrent income incomesq, wvar(income incomesq) type(`type') } ***** HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Phil1899@gmx.de Gesendet: Freitag, 20. Februar 2009 12:30 An: statalist@hsphsun2.harvard.edu 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 Phil -- Psssst! Schon vom neuen GMX MultiMessenger gehört? Der kann`s mit allen: http://www.gmx.net/de/go/multimessenger01 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: AW: Weighted Least Squares - wls0***From:*Phil1899@gmx.de

**References**:**st: Weighted Least Squares - wls0***From:*Phil1899@gmx.de

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