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Re: st: Iterative weighted least squares
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Iterative weighted least squares
Date
Wed, 28 Mar 2012 23:16:20 +0100
-rreg- is in essence one example of the same.
Nick
On Wed, Mar 28, 2012 at 10:12 PM, Ben Abigadol
<[email protected]> wrote:
> 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.
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