---------------- help for wls0 ----------------

Weighted least squares regression ---------------------------------

wls0 dvar ivars [if] [in], wvar(varlist) type(wlstype) [ noconst robust hc2 hc3 graph ]

Description -----------

wls0 computes various weighted least squares regressions. The command generates two variables _wls_wgt and _wls_res, the wls weights and residuals respectively.

Options -------

wvar(varlist) variables in the weightling equation.

type(wlstype) the wls type. The choices are: abse - absolute value of residual absen - absolute value of residual, ala Neter et al 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 --------

. wls0 exp age ownrent income incomesq, wvar(income incomesq) type(abse) . wls0 exp age ownrent income incomesq, wvar(income incomesq) type(abse) noco > nst

Author ------

Philip B. Ender UCLA Department of Education UCLA Academic Technology Services enderatucla.edu