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st: Iterative weighted least squares
From
Ben Abigadol <ben.abigadol@mail.huji.ac.il>
To
statalist@hsphsun2.harvard.edu
Subject
st: Iterative weighted least squares
Date
Wed, 28 Mar 2012 23:12:34 +0200
hello,
I have searched in vain for a command that will perform weighted least
squares for cross section data in stata. I have found -vwls- but it
seems that it performs the estimation just once and does not seek
convergence through iterative process, as I understand should be in
WLS or in FGLS.
Thanks,
Ben Abigadol
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