----- Original Message -----
From: "Sanz De Galdeano, Anna" <[email protected]>
To: <[email protected]>
Sent: Tuesday, November 11, 2003 10:14 AM
Subject: st: xtreg and weights
> Dear Statalist,
>
> I would like to do random effects estimation with weighted data. However,
while xtreg does allow for weights these have to be constants within panels (and
this is not my case). I would like to know if this is a limitation of stata
xtreg command, or instead if there is some econometric difficulty in doing this
GLS regression with different weights for each individual within panels. In the
former case, do you know any way out in Stata/some other software to deal with
this problem?
>
> Any comments or suggestions you might have would be most appreciated.
>
> Sincerely,
> Anna
>
try "findit xtreg weights"
Scott
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