Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: question about Weighted Least Square(WLS)


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question about Weighted Least Square(WLS)
Date   Tue, 02 Apr 2013 16:16:26 -0400

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 
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index