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st: RE: Weighted Least Squares - wls0

From   "Nick Cox" <>
To   <>
Subject   st: RE: Weighted Least Squares - wls0
Date   Fri, 20 Feb 2009 11:50:05 -0000

This refers to a -wsl0- command which is not part of official Stata and
not identifiable via -findit-. 


I have a problem with weighted least squares where I cannot find a
solution to. I use the wsl0 command to obtain the results; however,
there are two things I am confused about:

First, for some reason STATA drops observations when I use certain
weight types. STATA does not give any documentation about this; however,
the number of observations is significantly lower according to the
output table. Does anybody has an idea why STATA does that?

Second, when I use squared fitted values (xb2) as weighting type, I get
the same fitted value vs. residual plot independent of the variable(s) I
weight proportionally to. Is this normal?

I would appreciate any help,

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