[Gretl-users] Re: How to calculate the weights in a WLS model
On Thu, 9 Jul 2020, robdans2(a)gmail.com wrote:
As the title explains, i'd like to know how to calculate the
weights in
a WLS model, how Gretl automatically does that and where to check those
weights for each residual.
Have you checked the help for the "wls" command?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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