The reason why -reg3- doesn't provide sampling weights (pweights) are
apparently difficulties in computing cross-equation correlations. LIMDEP -to
my knowledge- provides the possibility of weighting in 3SLS.
Now my question:
- Is anybody out there who wrote an ado to include the pweights-option
in -reg3- and would kindly share that?
- Is there another way to include the sampling weights in estimating 3SLS?
Best wishes,
Daniel
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