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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 14:37:48 +0100 |

Hi Eva, thank you very much! Your explanation makes of course sense. I will try WLS estimation without that command. Best Phil -------- Original-Nachricht -------- > Datum: Fri, 20 Feb 2009 13:29:40 +0000 > Von: Eva Poen <eva.poen@gmail.com> > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: AW: Weighted Least Squares - wls0 > Further on this: > > The crucial line in the ado appears to be > > generate _wls_wgt = 1/(`p1') > > where `p1' is the linear prediction from an auxiliary linear > regression (which may, of course, be negative, depending on the data). > This applies to weight types abse and e2. I don't know if this > calculation corresponds to what one can find in textbooks (I haven't > checked). > > In addition to this, it seems that -wls0- is a little sloppy with > handling [if] and [in] conditions (they are not applied to predictions > and auxiliary regressions in the code). > > It is of course possible that there is an enhanced version of -wls0- > out there, but invisible to -findit-. > > Eva > > > 2009/2/20 <Phil1899@gmx.de>: > > 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/ > > > > * > * 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/ -- Jetzt 1 Monat kostenlos! GMX FreeDSL - Telefonanschluss + DSL für nur 17,95 Euro/mtl.!* http://dsl.gmx.de/?ac=OM.AD.PD003K11308T4569a * * 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/

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

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

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

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