---------------- 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