Re: st: Re: Questions on weights on regressions

[Tak-wai Chau <tchau@troi.cc.rochester.edu>]

ah.. That means now the constant is no longer constant because different 
observations have different weights. I got it. Thanks!

Michael Blasnik wrote:


> I think I can answer your first question -- you did not reproduce the 
> aweight results because you also need to multiply the constant by the 
> weight (create a new variable and then use the nocons option).
>
> Michael Blasnik
> michael.blasnik@verizon.net
>
>
> ----- Original Message ----- From: "Tak-wai Chau" 
> <tchau@troi.cc.rochester.edu>
>
>
> > Since I cannot get a reply on this, I would like to post it again to 
> > see if anyone can help. Thanks!
> >
> > I have two questions about the use of weights in regression.
> >
> > First, I have a question about using aweight in regression. As I 
> > understand from this:
> > http://www.stata.com/support/faqs/stat/crc36.html
> > The (slope) coefficients and se estimates of regression using aweights 
> > (=n) and those of regression with variables transformed by multiplying 
> > sqrt(n) are the same. However, what I have got is not the same. Maybe 
> > I have misunderstood the above page. If so, how and why?
> >
> > I have attached the codes and results at the end of the mail.
> <snip>
>
> > Regards,
> > Tak Wai
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