REGOPTWGT: Stata module to produce optimal population weighting for regressions and instrumental variables

David Price

Statistical Software Components from Boston College Department of Economics

Abstract: regoptwgt estimates regression coefficients based on an optimal weighting that takes into account both (1) variance in the error term that is correlated with the inverse of the weighting variable, and (2) variance in the error term that is independent of the weighting variable. Estimates are calculated using limited information maximum likelihood.

Language: Stata
Requires: Stata version 13.1
Keywords: weights; regression; instrumental variables (search for similar items in EconPapers)
Date: 2025-12-03
Note: This module should be installed from within Stata by typing "ssc install regoptwgt". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/regoptwgt.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regoptwgt.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regoptwgt_loglik1endog.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regoptwgt_loglik2endog.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regoptwgt_loglik3plusendog.ado program code (text/plain)

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