Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/