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]

From |
Wu Zhang <wuzhang50@yahoo.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 2 Apr 2013 17:28:05 -0700 (PDT) |

Hi Rich, That really helps. Thank you very much! By the way, I could run the WLS as the GLS like this: gen xstar=x/sqrt(exp(v)) gen ystar=y/sqrt(exp(v)) reg ystar xstar So the parameter estimates should be the same as method 1 and 2, right? But in my case, they are different. P.S.: > 1. regress y x [aweight = 1/exp(v)] > > 2. vwls y x , sd(sqrt(exp(v))) I am very confused . Thanks again, Wu ________________________________ From: Richard Goldstein <richgold@ix.netcom.com> To: statalist@hsphsun2.harvard.edu Sent: Tuesday, April 2, 2013 4:16 PM Subject: Re: st: question about Weighted Least Square(WLS) 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 versions 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/ * * 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/

**References**:**st: question about Weighted Least Square(WLS)***From:*Wu Zhang <wuzhang50@yahoo.com>

**Re: st: question about Weighted Least Square(WLS)***From:*Richard Goldstein <richgold@ix.netcom.com>

- Prev by Date:
**st: replicating 2 X 2 data from a paper** - Next by Date:
**st: Calculating days between starts in MLB.** - Previous by thread:
**Re: st: question about Weighted Least Square(WLS)** - Next by thread:
**st: calculate column sum with survey weights** - Index(es):