I am not sure, but you might take a look at -vwls-. This is documented in
the Stata 8 manual.
Hope this helps.
Sam
On Tue, 23 Aug 2005 [email protected] wrote:
> Is there any way in STATA to specify covariate-dependent variances in
> regression?
>
> Tim
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
