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Re: st: Iterative weighted least squares

From   Nick Cox <>
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.


On Wed, Mar 28, 2012 at 10:12 PM, Ben Abigadol
<> 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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