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st: Applying specific aweight to each explanatory variable


From   <N.M.Postel-Vinay@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Applying specific aweight to each explanatory variable
Date   Sat, 12 Nov 2011 15:01:49 -0000

Hi All,
 
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. My explanatory variables are financial ratios, so I would need a different weight for each different denominator.
 
Many thanks,
 
Natacha
 
 


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