REGWLS: Stata module to estimate Weighted Least Squares with factor variables

Dany Bahar

Statistical Software Components from Boston College Department of Economics

Abstract: This command incorporates support for factor variables, extending the command wls0 (Ender, UCLA). It also allows for the absorption of one fixed effects using the algorithm of the command areg. This is particularly useful when in the need of running a Weighted-Least Squares (WLS) model that requires a large number of dummy variables.

Language: Stata
Requires: Stata version 10.1
Keywords: regression; OLS; weighted least squares (search for similar items in EconPapers)
Date: 2014-05-20
Note: This module should be installed from within Stata by typing "ssc install regwls". 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/regwls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regwls.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457842

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