help for wls0
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Weighted least squares regression
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wls0 dvar ivars [if] [in], wvar(varlist) type(wlstype)
[ noconst robust hc2 hc3 graph ]
Description
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wls0 computes various weighted least squares regressions.
The command generates two variables _wls_wgt and
_wls_res, the wls weights and residuals respectively.
Options
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wvar(varlist) variables in the weightling equation.
type(wlstype) the wls type. The choices are:
abse - absolute value of residual
e2 - residual squared
loge2 - log residual squared
xb2 - fitted value squared
noconst do not include a constant in the weighting equation.
robust using robust standard errors in the final regression.
graph plots the wls residuals vs fitted.
Examples
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. wls0 exp age ownrent income incomesq, wvar(income incomesq) type(abse)
. wls0 exp age ownrent income incomesq, wvar(income incomesq) type(abse) noconst
Author
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Philip B. Ender
UCLA Academic Technology Services
ender@ucla.edu
