this is discussed, briefly, on pp. 2305-2306 of [R] vwls
Rich
On 4/2/13 4:01 PM, Wu Zhang wrote:
>
> 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?
>
> Thanks,
>
> Wu
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