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st: question about Weighted Least Square(WLS)

From   Wu Zhang <>
Subject   st: question about Weighted Least Square(WLS)
Date   Tue, 2 Apr 2013 13:01:41 -0700 (PDT)

Hi folks,

   I run two version of WLS:

1.  regress y x [aweight = 1/exp(v)]

2. vwls y x , sd(sqrt(exp(v)))

The estimates of parameters are exactly the same, while the standard errors are totally different: the ratio of the two standard errors for each estimate is a constant. Could someone explain how those result would happen?



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