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

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

Subject |
AW: st: AW: Weighted Least Squares - wls0 |

Date |
Fri, 20 Feb 2009 14:41:23 +0100 |

<> If you add a -pause- before line 76 and look up the temps via -edit- you see that the last temp "__000000 float %9.0g Fitted values" has a couple of negative values - at least for my earlier example- If you ************* cou if __000000<0 ************* at that moment you see that those are the ones Stata omits later on... HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Eva Poen Gesendet: Freitag, 20. Februar 2009 14:30 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/ * * 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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