Vincenzo,
Easy!
(a) Create a variable for your weights (let's be really radical and call it
-weight-);
(b) assign your weighting values to each case as you wish; and
(c) run the Stata command: -reg y x1 x2 x3 [pw=weight]-.
-fw-, -aw- and -iw- weights are also available. Consult [U] section 23.16
for more.
Hope this helps.
C.
> Dear stata users,
>
> I have a fairly easy question but I did not manage to find the solution. I
> want to regress a variable on another one but I do not want to give the
> same
> importance to all my points. For example, let's immagine I have:
>
> y | x
> --------
> 1 | 2
> 2 | 4
> 3 | 6
>
> To make a standard OLS, I would type reg y x.
>
> Now, I want to give a much higher importance to the last point than to the
> others. For example I want to weight the first two points by 1 and the
> last
> by 1.4. This should be done, for example, because of a non representative
> sample where an individual (or a group of individuals) has been clearly
> under-represented.
>
> Does anyone know how to do it?
>
> Thank for your help
>
> Reards
>
> VIncenzo
>
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