Weight least squares
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- Posts: 13
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Weight least squares
I have a model that I'm running and I know the weight that I need to add to the model. I want to know how to do it with the menus meaning that I select quick the estimate equation. I have done the weighted least squares the tedious way, but I would like to know how to do it in a faster way. I have looked at the weights menu in options for and LS model but I don't know which options to choice meaning variance st. deviation, and also scaling doesn't make much sense either. I have select many of these options and they do not give the same output as in my textbook. I want to know how to do a simple weight in eviews.
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- EViews Developer
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Re: Weight least squares
How would you like your weights to be used?
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- Posts: 13
- Joined: Tue Nov 05, 2013 12:15 am
Re: Weight least squares
I was trying to correct the variance of a model that exhibited heteroskedasticity.
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- Non-normality and collinearity are NOT problems!
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Re: Weight least squares
If your weights are proportional to the variance, use the variance option. If they are proportional to the standard deviation, use the standard deviation option.
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