Hi,
I need to calculate the standard errors of the residuals (for each
observation) after weighted least squares. I noticed that the Stata
'predict stdr' option does not work in this case. Any thoughts on how
to get round this?
Thanks
luca
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Luca Mancini
Department of Economics
University of Warwick
Phone: +39 328 09 52 193
Webpage: http://www.warwick.ac.uk/~ecrfm/
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