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st: RE: Applying specific aweight to each explanatory variable


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Applying specific aweight to each explanatory variable
Date   Thu, 10 Nov 2011 14:50:36 +0000

No; it's not possible to do that. It is even difficult to know what that would mean. If each x_j should really be a product w_j x_j, then do that calculation before the regression. If you want something else, you might spell out in what ways your idea makes statistical sense. 

Nick 
n.j.cox@durham.ac.uk 

N.M.Postel-Vinay@lse.ac.uk
 
I'm running simple cross-sectional regressions. I would like to know whether it is possible to make Stata apply a different aweight to each separate explanatory variable.
 
Usually at the end of the regression I can just write [aweight = exp], but this would apply the same aweight to each explanatory variable. I would like to know whether it's possible to specify a different exp as an aweight for each different explanatory variable, and whether that would make any sense or not.
 

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