Thanks a lot. This is exactly what I needed.
Patrick
Search found 2 matches
- Fri Dec 18, 2015 3:18 am
- Forum: Estimation
- Topic: Weighted Least Squares
- Replies: 2
- Views: 5107
- Thu Dec 17, 2015 5:51 am
- Forum: Estimation
- Topic: Weighted Least Squares
- Replies: 2
- Views: 5107
Weighted Least Squares
Hi, I am trying understand what the weights option in a LS model is actually doing. Ideally I want to be able to rebuild it manually in R, so that my EViews model and my R model do the same thing. For my application the estimation of "equation myEq.ls(w=z) y C x1 x2 x3 ..." uses: "Wei...