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Re: st: vwls

From   [email protected]
To   [email protected]
Subject   Re: st: vwls
Date   Sun, 23 Sep 2007 23:38:27 +0200

I have a lot of empirical papers using weighted least squares to account for heteroskedasticity. But it sounds more like -regress- with analytic weights than -vwls- (the latter is useful only in particularly rare situations, I believe, in which you'd never think about OLS), and I am not sure about what you are referring to.

At 02.33 21/09/2007 -0400, Ali Khashan wrote:
>Dear all,
>I have used variance weighted least squares (vwls) instead of ordinary least
>squares regression in my study. I need a reference for this method but I can't
>find any papers which clearly mention it.
>Are there any papers/books which clearly recommend the use of vwls in some
>your help is highly appreciated
>Many Thanks
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