1. N

    Wls regression

    How do we compute the weights in WLS regression? Step by step explanation would be really helpful. After, we compute the weight then how to do we use it to run the regression?
  2. H

    Weighted Least Squares (WLS) using initial OLS and basis functions.

    Hi All, I have a question about WLS using basis functions. I am tasked with writing some code to automate a WLS procedure. Initially I am taking Ordinary Least Squares on some data (X & Y). I achieve this by using a polynomial basis function, resulting in a matrix [X] corresponding to...
  3. C

    Help! WLS + Bootstrap

    Hello everyone, I would like to do a weighted-least-squares regression through a nonparametric bootstrap in stata. Does anybody know how this might work? The "vce(bootstrap.." command does not work in combination with a "wls0" command Thanks in advance! CheersToStata
  4. E

    Source for WLS Regression

    I'm working on a paper in which I run a study using a WLS regression methodology. I understand conceptually how it works and can run it easily in R. However, the statistics textbook that I have has only a very brief paragraph on the subject, and I need something with more detail to cite in my...