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Re: st: Iterative weighted least squares


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Iterative weighted least squares
Date   Wed, 28 Mar 2012 23:16:20 +0100

-rreg- is in essence one example of the same.

Nick

On Wed, Mar 28, 2012 at 10:12 PM, Ben Abigadol
<ben.abigadol@mail.huji.ac.il> wrote:

> I have searched in vain for a command that will perform weighted least
> squares for cross section data in stata. I have found -vwls- but it
> seems that it performs the estimation just once and does not seek
> convergence through iterative process, as I understand should be in
> WLS or in FGLS.
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