Ali Khashan <[email protected]>:
[R] vwls gives
Grizzle J E, Starmer C F & Koch G G. 1969. "Analysis of categorical
data by linear models." Biometrics 25:489-504.
as the reference.
I believe this model is a special case of meta-analytic regression (FE
metareg) and also a special case of GMM (with a potentially suboptimal
weighting matrix). I would recommend you read the GMM exposition in
BSS2007:
http://econpapers.repec.org/paper/bocbocoec/667.htm
and use -ivreg2- instead.
On 9/20/07, Ali Khashan <[email protected]> wrote:
> Dear all,
>
> I have used variance weighted least squares (vwls) instead of ordinary least
> squares regression in my study. I need a reference for this method but I can't
> find any papers which clearly mention it.
>
> Are there any papers/books which clearly recommend the use of vwls in some
> cases?
>
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