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st: question about Weighted Least Square(WLS)
From
Wu Zhang <[email protected]>
To
STATA LIST <[email protected]>
Subject
st: question about Weighted Least Square(WLS)
Date
Tue, 2 Apr 2013 13:01:41 -0700 (PDT)
Hi folks,
I run two version of WLS:
1. regress y x [aweight = 1/exp(v)]
2. vwls y x , sd(sqrt(exp(v)))
The estimates of parameters are exactly the same, while the standard errors are totally different: the ratio of the two standard errors for each estimate is a constant. Could someone explain how those result would happen?
Thanks,
Wu
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