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st: Re: glm with aweight


From   Marcello Pagano <[email protected]>
To   [email protected]
Subject   st: Re: glm with aweight
Date   Wed, 09 May 2007 07:15:17 -0400

From: Kit Baum <[email protected]>
Date: May 7, 2007 9:40:21 AM EDT
To: [email protected]
Subject: glm with aweight

sacrificial lamb

regress price headroom trunk [aw=rep78]
and
glm price headroom trunk [aw=rep78]

give exactly the same results (as they should). Given that, why use glm for a weighted least squares problem?



Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html



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