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Re: st: AW: Weighted Least Squares - wls0


From   [email protected]
To   [email protected]
Subject   Re: st: AW: Weighted Least Squares - wls0
Date   Fri, 20 Feb 2009 14:01:47 +0100

Hi,

thanks for your answers. 

Nick - the reason why you cannot find it might be that I mixed up two letters in my first mail; it is wls0, and not wsl0. There should be no problem in finding it.

Martin - it is exactly the same in my case, STATA drops observations when I use "e2" or "abse". But if you say that I should not be concerned about the "restriction", I am a little reliefed as I get quite nice results with respect to the fitted values vs. residual plot in case of e2.

If someone knows the reason behind this restriction, I would still be very interested in learning about it.

Best

Phil


-------- Original-Nachricht --------
> Datum: Fri, 20 Feb 2009 13:48:06 +0100
> Von: "Martin Weiss" <[email protected]>
> An: [email protected]
> Betreff: st: AW: Weighted Least Squares - wls0

> 
> <> 
> 
> 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: [email protected]
> [mailto:[email protected]] Im Auftrag von
> [email protected]
> Gesendet: Freitag, 20. Februar 2009 12:30
> An: [email protected]
> 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
> 
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