Good evening, dear friends. A query: I am developing Logit clustered, and one section involves using weighted least squares where the following weight w is used for the following expression:
Zi/root_w = 1/root_w + beta*Xi/root_w + ui/root_w
Where w=1/(Nro_families * P(1-P)
For the effect I need to generate root_w with the following instruction:
(1) Genr raiz_w = @sqrt(1/(Nro_families*P(1-P))))
However, if the instruction is:
(2) Genr root_w = @sqrt(1/(Nro_families*P*(1-P))))
The result is different.
Note that the difference between equations (1) and (2) is that in the first case I use P(1-P) and in the second case P*(1-P).
I do not know why using the * produces a different result.
Different result with P(1-P) and P*(1-P)
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13323
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Different result with P(1-P) and P*(1-P)
One is doing a multiplication. The other is using the lag operator.
Follow us on Twitter @IHSEViews
-
- Posts: 2
- Joined: Thu Nov 25, 2021 5:05 am
Re: Different result with P(1-P) and P*(1-P)
Sorry for the question, I did not understand the lag operator, if it is in equation 1 or in equation 2: In both cases is not P being multiplied by (1-P)?
Who is online
Users browsing this forum: No registered users and 16 guests