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From |
Phil1899@gmx.de |

To |
statalist@hsphsun2.harvard.edu |

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" <martin.weiss1@gmx.de> > An: statalist@hsphsun2.harvard.edu > 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: 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/ -- 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/

**Follow-Ups**:**Re: st: AW: Weighted Least Squares - wls0***From:*Eva Poen <eva.poen@gmail.com>

**Re: st: AW: Weighted Least Squares - wls0***From:*Eva Poen <eva.poen@gmail.com>

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

**st: AW: Weighted Least Squares - wls0***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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