[Gretl-users] Re: on near-zero std errors values
Le lun. 1 févr. 2021 à 18:54, John C Frain <frainj(a)gmail.com> a écrit :
Artur
Are many or your wights tending to zero in your iterative WLS?
Dear John,
Thank you for your previous comments.
And yes, your suggestion is correct: there's only 6 out of 50 observations
with a non-zero weight. Actually, 5 of them with weight=1 and 1 with a
weight of 8.4e-5.
(Note that the final weights resulting from the iterative WLS are
indireclty used to calculate a pseudo (yvar) which goes through a final
OLS estimation. The F statisrics I reported relates to the OLS model).
Best,
Artur
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