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- Mon Jan 18, 2016 7:01 am
- Forum: Econometric Discussions
- Topic: weighted least squares.
- Replies: 1
- Views: 2459
weighted least squares.
I am estimating a model y=b0 +b1*se+b2x +e where y are estimated coefficients from other regressions and se their respective standard errors. x is an exogeneous independent variable. My question is now, if I have to use weighted least squares in this situation as the heteroskedasticity caused by the...